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 | 2.64% | 111.69 % | 114.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'073 CHF | 286'548 CHF | 100.00% | 100.00% |
26.03.2024 | 2.65% | 111.45 % | 114.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'526 CHF | 286'001 CHF | 100.00% | 100.00% |
25.03.2024 | 2.66% | 111.10 % | 114.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'685 CHF | 285'160 CHF | 100.00% | 100.00% |
22.03.2024 | 2.65% | 111.27 % | 114.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'555 CHF | 286'030 CHF | 100.00% | 100.00% |
21.03.2024 | 2.64% | 111.58 % | 114.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'909 CHF | 286'384 CHF | 100.00% | 100.00% |
20.03.2024 | 2.66% | 110.94 % | 113.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'269 CHF | 284'744 CHF | 100.00% | 100.00% |
19.03.2024 | 2.67% | 110.68 % | 113.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'545 CHF | 284'020 CHF | 100.00% | 100.00% |
18.03.2024 | 2.66% | 110.90 % | 113.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'301 CHF | 284'776 CHF | 100.00% | 100.00% |
15.03.2024 | 2.65% | 111.28 % | 114.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'660 CHF | 286'135 CHF | 100.00% | 100.00% |
14.03.2024 | 2.64% | 111.44 % | 114.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'043 CHF | 286'518 CHF | 100.00% | 100.00% |