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 | 3.08% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'726 CHF | 64'691 CHF | 99.90% | 99.90% |
26.03.2024 | 2.82% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'010 CHF | 68'921 CHF | 97.20% | 97.20% |
25.03.2024 | 2.99% | 0.68 CHF | 0.70 CHF | 100'000 | 100'000 | 97'241 | 93'102 | 67'003 CHF | 66'108 CHF | 95.14% | 95.14% |
22.03.2024 | 2.68% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'683 CHF | 73'632 CHF | 99.70% | 99.70% |
21.03.2024 | 2.70% | 0.74 CHF | 0.76 CHF | 100'000 | 100'000 | 98'426 | 96'953 | 71'742 CHF | 72'551 CHF | 95.90% | 95.90% |
20.03.2024 | 2.66% | 0.71 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'805 CHF | 72'713 CHF | 98.70% | 98.70% |
19.03.2024 | 2.75% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'064 CHF | 70'986 CHF | 97.82% | 97.82% |
18.03.2024 | 2.66% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'511 CHF | 71'387 CHF | 100.00% | 100.00% |
15.03.2024 | 2.73% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'611 CHF | 71'533 CHF | 99.99% | 99.99% |
14.03.2024 | 2.92% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'252 CHF | 69'245 CHF | 81.96% | 81.96% |