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 | 0.60% | 146.48 CHF | 147.37 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 219,956 CHF | 221,279 CHF | 100.00% | 100.00% |
26/03/2024 | 0.60% | 146.89 CHF | 147.78 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 220,706 CHF | 222,035 CHF | 100.00% | 100.00% |
25/03/2024 | 0.60% | 146.87 CHF | 147.75 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 220,099 CHF | 221,423 CHF | 100.00% | 100.00% |
22/03/2024 | 0.60% | 147.70 CHF | 148.59 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 221,546 CHF | 222,880 CHF | 100.00% | 100.00% |
21/03/2024 | 0.60% | 148.36 CHF | 149.26 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 221,945 CHF | 223,280 CHF | 99.85% | 99.85% |
20/03/2024 | 0.60% | 146.05 CHF | 146.93 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 218,682 CHF | 219,998 CHF | 100.00% | 100.00% |
19/03/2024 | 0.60% | 145.08 CHF | 145.96 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 216,982 CHF | 218,288 CHF | 100.00% | 100.00% |
18/03/2024 | 0.60% | 145.61 CHF | 146.48 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 218,571 CHF | 219,886 CHF | 100.00% | 100.00% |
15/03/2024 | 0.60% | 146.62 CHF | 147.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 219,935 CHF | 221,258 CHF | 100.00% | 100.00% |
14/03/2024 | 0.60% | 146.21 CHF | 147.09 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 219,761 CHF | 221,084 CHF | 100.00% | 100.00% |