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 | 6.18% | 0.17 CHF | 0.18 CHF | 489'300 | 489'300 | 492'790 | 492'790 | 77'403 CHF | 82'331 CHF | 100.00% | 100.00% |
26.03.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 493'600 | 493'600 | 491'565 | 491'565 | 73'642 CHF | 78'557 CHF | 100.00% | 100.00% |
25.03.2024 | 6.50% | 0.16 CHF | 0.17 CHF | 508'200 | 508'200 | 509'893 | 509'893 | 75'892 CHF | 80'991 CHF | 100.00% | 100.00% |
22.03.2024 | 6.23% | 0.15 CHF | 0.16 CHF | 492'900 | 492'900 | 483'787 | 483'787 | 75'332 CHF | 80'170 CHF | 100.00% | 100.00% |
21.03.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 450'300 | 450'300 | 445'072 | 445'072 | 73'360 CHF | 77'811 CHF | 100.00% | 100.00% |
20.03.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 446'000 | 446'000 | 443'108 | 443'108 | 74'526 CHF | 78'958 CHF | 100.00% | 100.00% |
19.03.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 484'900 | 484'900 | 486'039 | 486'039 | 79'117 CHF | 83'977 CHF | 100.00% | 100.00% |
18.03.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 506'500 | 506'500 | 504'738 | 504'738 | 76'406 CHF | 81'453 CHF | 98.00% | 98.00% |
15.03.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 446'800 | 446'800 | 434'658 | 434'658 | 70'697 CHF | 75'044 CHF | 100.00% | 100.00% |
14.03.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 404'400 | 404'400 | 399'261 | 399'261 | 74'817 CHF | 78'810 CHF | 99.72% | 99.72% |