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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.03.2023 | 0.29% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 304'575 | 304'575 | 1'038'950 CHF | 1'042'000 CHF | 100.00% | 100.00% |
29.03.2023 | 0.27% | 3.73 CHF | 3.74 CHF | 500'000 | 500'000 | 304'623 | 304'623 | 1'141'260 CHF | 1'144'310 CHF | 100.00% | 100.00% |
28.03.2023 | 0.25% | 4.05 CHF | 4.06 CHF | 500'000 | 500'000 | 304'642 | 304'642 | 1'206'490 CHF | 1'209'540 CHF | 100.00% | 100.00% |
27.03.2023 | 0.27% | 3.76 CHF | 3.77 CHF | 500'000 | 500'000 | 304'608 | 304'608 | 1'111'260 CHF | 1'114'310 CHF | 100.00% | 100.00% |
24.03.2023 | 0.26% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 335'901 | 335'901 | 1'298'580 CHF | 1'301'940 CHF | 100.00% | 100.00% |
23.03.2023 | 0.27% | 3.53 CHF | 3.54 CHF | 500'000 | 500'000 | 335'896 | 335'896 | 1'239'130 CHF | 1'242'490 CHF | 100.00% | 100.00% |
22.03.2023 | 0.26% | 3.72 CHF | 3.73 CHF | 500'000 | 500'000 | 335'897 | 335'897 | 1'260'950 CHF | 1'264'310 CHF | 100.00% | 100.00% |
21.03.2023 | 0.25% | 3.97 CHF | 3.98 CHF | 500'000 | 500'000 | 335'910 | 335'910 | 1'339'260 CHF | 1'342'620 CHF | 99.94% | 99.94% |
20.03.2023 | 0.24% | 4.29 CHF | 4.30 CHF | 500'000 | 500'000 | 335'798 | 335'798 | 1'417'850 CHF | 1'421'210 CHF | 100.00% | 100.00% |
17.03.2023 | 0.24% | 4.21 CHF | 4.22 CHF | 500'000 | 500'000 | 335'237 | 335'237 | 1'378'520 CHF | 1'381'870 CHF | 98.71% | 98.71% |