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 | 0.65% | 9.79 CHF | 9.85 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 59'068 CHF | 59'453 CHF | 100.00% | 100.00% |
26.03.2024 | 0.64% | 9.97 CHF | 10.03 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 59'993 CHF | 60'377 CHF | 100.00% | 100.00% |
25.03.2024 | 0.66% | 9.67 CHF | 9.74 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 57'563 CHF | 57'946 CHF | 100.00% | 100.00% |
22.03.2024 | 0.64% | 10.02 CHF | 10.08 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 60'504 CHF | 60'892 CHF | 100.00% | 100.00% |
21.03.2024 | 0.63% | 10.24 CHF | 10.31 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 63'984 CHF | 64'391 CHF | 100.00% | 100.00% |
20.03.2024 | 0.60% | 10.63 CHF | 10.69 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 63'594 CHF | 63'978 CHF | 100.00% | 100.00% |
19.03.2024 | 0.63% | 10.25 CHF | 10.32 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 59'779 CHF | 60'155 CHF | 100.00% | 100.00% |
18.03.2024 | 0.65% | 9.91 CHF | 9.97 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 59'687 CHF | 60'074 CHF | 100.00% | 100.00% |
15.03.2024 | 0.62% | 10.32 CHF | 10.38 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 62'580 CHF | 62'969 CHF | 100.00% | 100.00% |
14.03.2024 | 0.63% | 10.42 CHF | 10.48 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 62'532 CHF | 62'925 CHF | 100.00% | 100.00% |