Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'181'900 CHF | 237'380 CHF | 99.27% | 99.27% |
26.03.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25.03.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'165'920 CHF | 234'185 CHF | 99.27% | 99.27% |
22.03.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'257'670 CHF | 252'533 CHF | 99.16% | 99.16% |
21.03.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'289'590 CHF | 258'919 CHF | 99.03% | 99.03% |
20.03.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'224'310 CHF | 245'862 CHF | 99.27% | 99.27% |
19.03.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'190'130 CHF | 239'027 CHF | 99.27% | 99.27% |
18.03.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'177'730 CHF | 236'546 CHF | 99.27% | 99.27% |
15.03.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'223'900 CHF | 245'780 CHF | 99.27% | 99.27% |
14.03.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'189'450 CHF | 238'891 CHF | 99.27% | 99.27% |