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% |