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 | 0.17% | 5.93 CHF | 5.94 CHF | 250,000 | 250,000 | 249,797 | 249,797 | 1,476,840 CHF | 1,479,340 CHF | 99.85% | 99.85% |
26/03/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,467,640 CHF | 1,470,140 CHF | 99.91% | 99.91% |
25/03/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 250,000 | 250,000 | 249,618 | 249,618 | 1,427,770 CHF | 1,430,270 CHF | 99.66% | 99.66% |
22/03/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,429,920 CHF | 1,432,420 CHF | 100.00% | 100.00% |
21/03/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 250,000 | 250,000 | 249,434 | 249,434 | 1,481,240 CHF | 1,483,740 CHF | 100.00% | 100.00% |
20/03/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250,000 | 250,000 | 249,592 | 249,592 | 1,383,450 CHF | 1,385,950 CHF | 100.00% | 100.00% |
19/03/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,378,450 CHF | 1,380,950 CHF | 100.00% | 100.00% |
18/03/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 250,000 | 250,000 | 249,970 | 249,970 | 1,382,060 CHF | 1,384,560 CHF | 100.00% | 100.00% |
15/03/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,398,640 CHF | 1,401,140 CHF | 99.99% | 99.99% |
14/03/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,397,150 CHF | 1,399,650 CHF | 99.88% | 99.88% |