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 | 3.00% | 39.80 CHF | 41.00 CHF | 11'700 | 11'700 | 11'700 | 11'700 | 461'125 CHF | 475'165 CHF | 100.00% | 100.00% |
26.03.2024 | 2.90% | 40.10 CHF | 41.25 CHF | 11'900 | 11'900 | 11'900 | 11'900 | 465'361 CHF | 479'046 CHF | 100.00% | 100.00% |
25.03.2024 | 3.10% | 37.85 CHF | 39.00 CHF | 12'200 | 12'200 | 12'200 | 12'200 | 446'344 CHF | 460'374 CHF | 99.61% | 99.61% |
22.03.2024 | 3.05% | 37.45 CHF | 38.60 CHF | 12'100 | 12'100 | 12'100 | 12'100 | 448'672 CHF | 462'587 CHF | 100.00% | 100.00% |
21.03.2024 | 2.90% | 36.00 CHF | 37.10 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 468'095 CHF | 481'845 CHF | 100.00% | 100.00% |
20.03.2024 | 2.94% | 34.05 CHF | 35.05 CHF | 13'700 | 13'700 | 13'700 | 13'700 | 459'929 CHF | 473'629 CHF | 100.00% | 100.00% |
19.03.2024 | 2.85% | 33.40 CHF | 34.30 CHF | 15'200 | 15'200 | 15'200 | 15'200 | 474'170 CHF | 487'850 CHF | 100.00% | 100.00% |
18.03.2024 | 2.85% | 31.60 CHF | 32.50 CHF | 15'200 | 15'200 | 15'200 | 15'200 | 472'880 CHF | 486'560 CHF | 99.86% | 99.86% |
15.03.2024 | 3.06% | 26.90 CHF | 27.85 CHF | 14'100 | 14'100 | 14'100 | 14'100 | 431'525 CHF | 444'920 CHF | 100.00% | 100.00% |
14.03.2024 | 3.25% | 29.10 CHF | 30.25 CHF | 12'000 | 12'000 | 12'000 | 12'000 | 419'181 CHF | 432'981 CHF | 99.83% | 99.83% |