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 | 0.27% | 3.76 CHF | 3.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 934,020 CHF | 936,520 CHF | 100.00% | 100.00% |
26/03/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 250,000 | 250,000 | 245,369 | 245,369 | 909,486 CHF | 911,940 CHF | 99.64% | 99.64% |
25/03/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 356,441 CHF | 357,441 CHF | 99.99% | 99.99% |
22/03/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 355,983 CHF | 356,983 CHF | 100.00% | 100.00% |
21/03/2024 | 0.26% | 3.62 CHF | 3.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 378,891 CHF | 379,891 CHF | 99.72% | 99.72% |
20/03/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 340,482 CHF | 341,482 CHF | 96.18% | 96.18% |
19/03/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 338,222 CHF | 339,222 CHF | 100.00% | 100.00% |
18/03/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 340,660 CHF | 341,660 CHF | 100.00% | 100.00% |
15/03/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 100,000 | 100,000 | 99,989 | 99,989 | 347,804 CHF | 348,804 CHF | 94.05% | 94.05% |
14/03/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100,000 | 100,000 | 99,975 | 99,975 | 347,515 CHF | 348,515 CHF | 98.41% | 98.41% |