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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.01.2021 | 0.17% | 28.93 CHF | 28.98 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 201'986 CHF | 202'336 CHF | 100.00% | 100.00% |
25.01.2021 | 0.18% | 29.50 CHF | 29.55 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 197'140 CHF | 197'490 CHF | 92.80% | 92.80% |
22.01.2021 | 0.17% | 28.62 CHF | 28.67 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 203'368 CHF | 203'718 CHF | 100.00% | 100.00% |
21.01.2021 | 0.18% | 27.53 CHF | 27.58 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 189'626 CHF | 189'976 CHF | 100.00% | 100.00% |
20.01.2021 | 0.17% | 27.54 CHF | 27.59 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 174'907 CHF | 175'207 CHF | 100.00% | 100.00% |
19.01.2021 | 0.19% | 30.70 CHF | 30.76 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 185'225 CHF | 185'585 CHF | 100.00% | 100.00% |
18.01.2021 | 0.19% | 31.48 CHF | 31.54 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 191'695 CHF | 192'055 CHF | 100.00% | 100.00% |
15.01.2021 | 0.17% | 33.15 CHF | 33.20 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 211'754 CHF | 212'104 CHF | 100.00% | 100.00% |
14.01.2021 | 0.16% | 29.92 CHF | 29.97 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 215'469 CHF | 215'819 CHF | 100.00% | 100.00% |
13.01.2021 | 0.17% | 28.69 CHF | 28.74 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 174'201 CHF | 174'501 CHF | 100.00% | 100.00% |