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 | 0.09% | 10.85 CHF | 10.86 CHF | 375'000 | 375'000 | 374'787 | 374'787 | 4'061'780 CHF | 4'065'530 CHF | 100.00% | 100.00% |
26.03.2024 | 0.09% | 10.69 CHF | 10.70 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'980'250 CHF | 3'984'000 CHF | 100.00% | 100.00% |
25.03.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 375'000 | 375'000 | 374'626 | 374'626 | 3'853'310 CHF | 3'857'060 CHF | 99.61% | 99.61% |
22.03.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'846'970 CHF | 3'850'720 CHF | 100.00% | 100.00% |
21.03.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 375'000 | 375'000 | 374'453 | 374'453 | 3'790'150 CHF | 3'793'900 CHF | 100.00% | 100.00% |
20.03.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 375'000 | 375'000 | 374'586 | 374'586 | 3'683'410 CHF | 3'687'160 CHF | 100.00% | 100.00% |
19.03.2024 | 0.10% | 9.74 CHF | 9.75 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'642'210 CHF | 3'645'960 CHF | 100.00% | 100.00% |
18.03.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 375'000 | 375'000 | 374'960 | 374'960 | 3'646'230 CHF | 3'649'980 CHF | 99.83% | 99.83% |
15.03.2024 | 0.10% | 9.75 CHF | 9.76 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'666'640 CHF | 3'670'390 CHF | 100.00% | 100.00% |
14.03.2024 | 0.10% | 9.66 CHF | 9.67 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'663'360 CHF | 3'667'110 CHF | 99.67% | 99.67% |