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 | 0.91% | 4.81 CHF | 4.85 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 9'960 CHF | 10'051 CHF | 100.00% | 100.00% |
26.03.2024 | 0.84% | 5.03 CHF | 5.07 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 9'954 CHF | 10'038 CHF | 100.00% | 100.00% |
25.03.2024 | 0.87% | 4.77 CHF | 4.81 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 9'430 CHF | 9'512 CHF | 100.00% | 100.00% |
22.03.2024 | 0.87% | 4.68 CHF | 4.73 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 9'422 CHF | 9'505 CHF | 100.00% | 100.00% |
21.03.2024 | 1.00% | 4.73 CHF | 4.78 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 9'691 CHF | 9'789 CHF | 100.00% | 100.00% |
20.03.2024 | 0.88% | 5.37 CHF | 5.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 10'714 CHF | 10'808 CHF | 100.00% | 100.00% |
19.03.2024 | 0.80% | 5.69 CHF | 5.73 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 11'775 CHF | 11'870 CHF | 100.00% | 100.00% |
18.03.2024 | 0.80% | 5.79 CHF | 5.84 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 11'648 CHF | 11'741 CHF | 100.00% | 100.00% |
15.03.2024 | 0.84% | 5.79 CHF | 5.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 5'758 CHF | 5'806 CHF | 100.00% | 100.00% |
14.03.2024 | 0.79% | 6.02 CHF | 6.07 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 11'900 CHF | 11'995 CHF | 100.00% | 100.00% |