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 | 5.66% | 0.18 CHF | 0.19 CHF | 722,900 | 722,900 | 719,920 | 719,920 | 123,705 CHF | 130,904 CHF | 100.00% | 100.00% |
26/03/2024 | 5.79% | 0.18 CHF | 0.19 CHF | 756,300 | 756,300 | 759,570 | 759,570 | 127,343 CHF | 134,939 CHF | 100.00% | 100.00% |
25/03/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 798,700 | 798,700 | 795,740 | 795,740 | 124,938 CHF | 132,896 CHF | 100.00% | 100.00% |
22/03/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 823,100 | 823,100 | 819,633 | 819,633 | 123,829 CHF | 132,025 CHF | 100.00% | 100.00% |
21/03/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 809,000 | 809,000 | 810,506 | 810,506 | 125,466 CHF | 133,571 CHF | 100.00% | 100.00% |
20/03/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 833,000 | 833,000 | 830,822 | 830,822 | 121,412 CHF | 129,720 CHF | 100.00% | 100.00% |
19/03/2024 | 6.55% | 0.15 CHF | 0.16 CHF | 872,300 | 872,300 | 874,017 | 874,017 | 129,123 CHF | 137,864 CHF | 100.00% | 100.00% |
18/03/2024 | 6.93% | 0.14 CHF | 0.15 CHF | 929,100 | 929,100 | 925,190 | 925,190 | 128,874 CHF | 138,125 CHF | 98.00% | 98.00% |
15/03/2024 | 7.14% | 0.14 CHF | 0.14 CHF | 970,400 | 970,400 | 949,870 | 949,870 | 128,267 CHF | 137,766 CHF | 100.00% | 100.00% |
14/03/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 948,900 | 948,900 | 944,987 | 944,987 | 122,519 CHF | 131,968 CHF | 100.00% | 100.00% |