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 | 0.83% | 120.63 % | 121.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,609 CHF | 304,109 CHF | 100.00% | 100.00% |
26/03/2024 | 0.82% | 120.71 % | 121.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,903 CHF | 304,403 CHF | 100.00% | 100.00% |
25/03/2024 | 0.83% | 120.65 % | 121.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,585 CHF | 304,085 CHF | 100.00% | 100.00% |
22/03/2024 | 0.82% | 121.00 % | 122.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,661 CHF | 305,161 CHF | 100.00% | 100.00% |
21/03/2024 | 0.82% | 121.26 % | 122.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,898 CHF | 305,398 CHF | 100.00% | 100.00% |
20/03/2024 | 0.83% | 120.51 % | 121.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,178 CHF | 303,678 CHF | 100.00% | 100.00% |
19/03/2024 | 0.83% | 120.27 % | 121.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,390 CHF | 302,890 CHF | 100.00% | 100.00% |
18/03/2024 | 0.83% | 120.14 % | 121.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,516 CHF | 303,016 CHF | 100.00% | 100.00% |
15/03/2024 | 0.82% | 120.51 % | 121.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,783 CHF | 304,283 CHF | 100.00% | 100.00% |
14/03/2024 | 0.82% | 120.81 % | 121.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,279 CHF | 304,779 CHF | 100.00% | 100.00% |