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% | 9.25 CHF | 9.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 231,331 CHF | 232,731 CHF | 100.00% | 100.00% |
26/03/2024 | 0.60% | 9.23 CHF | 9.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 230,731 CHF | 232,127 CHF | 100.00% | 100.00% |
25/03/2024 | 0.60% | 9.19 CHF | 9.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 229,548 CHF | 230,923 CHF | 100.00% | 100.00% |
22/03/2024 | 0.60% | 9.20 CHF | 9.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 230,141 CHF | 231,516 CHF | 100.00% | 100.00% |
21/03/2024 | 0.60% | 9.22 CHF | 9.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 230,292 CHF | 231,671 CHF | 99.84% | 99.84% |
20/03/2024 | 0.60% | 9.11 CHF | 9.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,727 CHF | 229,102 CHF | 100.00% | 100.00% |
19/03/2024 | 0.60% | 9.08 CHF | 9.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 226,698 CHF | 228,073 CHF | 100.00% | 100.00% |
18/03/2024 | 0.60% | 9.09 CHF | 9.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 226,986 CHF | 228,361 CHF | 100.00% | 100.00% |
15/03/2024 | 0.60% | 9.09 CHF | 9.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,437 CHF | 228,812 CHF | 100.00% | 100.00% |
14/03/2024 | 0.60% | 9.10 CHF | 9.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,968 CHF | 229,343 CHF | 100.00% | 100.00% |