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 | 0.80% | 103.22 % | 104.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'024 CHF | 260'099 CHF | 100.00% | 100.00% |
26.03.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'273 CHF | 260'348 CHF | 100.00% | 100.00% |
25.03.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'528 CHF | 260'603 CHF | 100.00% | 100.00% |
22.03.2024 | 0.80% | 103.82 % | 104.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'616 CHF | 261'693 CHF | 100.00% | 100.00% |
21.03.2024 | 0.80% | 103.94 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'737 CHF | 261'812 CHF | 100.00% | 100.00% |
20.03.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'998 CHF | 261'073 CHF | 100.00% | 100.00% |
19.03.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'778 CHF | 260'853 CHF | 100.00% | 100.00% |
18.03.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'656 CHF | 260'731 CHF | 100.00% | 100.00% |
15.03.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'922 CHF | 260'997 CHF | 100.00% | 100.00% |
14.03.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'191 CHF | 261'266 CHF | 100.00% | 100.00% |