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% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,760 CHF | 258,810 CHF | 100.00% | 100.00% |
26/03/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,074 CHF | 259,149 CHF | 100.00% | 100.00% |
25/03/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,465 CHF | 259,540 CHF | 100.00% | 100.00% |
22/03/2024 | 0.80% | 103.45 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,693 CHF | 260,768 CHF | 100.00% | 100.00% |
21/03/2024 | 0.80% | 103.58 % | 104.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,906 CHF | 260,981 CHF | 100.00% | 100.00% |
20/03/2024 | 0.80% | 103.34 % | 104.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,247 CHF | 260,322 CHF | 100.00% | 100.00% |
19/03/2024 | 0.80% | 103.25 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,069 CHF | 260,144 CHF | 100.00% | 100.00% |
18/03/2024 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,061 CHF | 260,136 CHF | 100.00% | 100.00% |
15/03/2024 | 0.80% | 103.23 % | 104.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,254 CHF | 260,329 CHF | 100.00% | 100.00% |
14/03/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,437 CHF | 260,512 CHF | 100.00% | 100.00% |