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% | 113.67 % | 114.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,226 CHF | 286,501 CHF | 100.00% | 100.00% |
26/03/2024 | 0.80% | 113.61 % | 114.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,970 CHF | 286,245 CHF | 100.00% | 100.00% |
25/03/2024 | 0.80% | 113.52 % | 114.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,713 CHF | 285,988 CHF | 100.00% | 100.00% |
22/03/2024 | 0.80% | 113.51 % | 114.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,068 CHF | 286,343 CHF | 100.00% | 100.00% |
21/03/2024 | 0.80% | 113.65 % | 114.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,830 CHF | 286,105 CHF | 100.00% | 100.00% |
20/03/2024 | 0.80% | 112.88 % | 113.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,012 CHF | 284,287 CHF | 100.00% | 100.00% |
19/03/2024 | 0.80% | 112.71 % | 113.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,394 CHF | 283,645 CHF | 100.00% | 100.00% |
18/03/2024 | 0.80% | 112.66 % | 113.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,527 CHF | 283,782 CHF | 100.00% | 100.00% |
15/03/2024 | 0.80% | 112.56 % | 113.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,049 CHF | 284,319 CHF | 100.00% | 100.00% |
14/03/2024 | 0.80% | 112.94 % | 113.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,688 CHF | 284,963 CHF | 100.00% | 100.00% |