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 | 1.00% | 110.99 % | 112.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,948 CHF | 280,744 CHF | 100.00% | 100.00% |
26/03/2024 | 1.00% | 111.94 % | 113.07 % | 250,000 | 233,000 | 250,000 | 234,852 | 279,875 CHF | 265,555 CHF | 100.00% | 100.00% |
25/03/2024 | 1.00% | 110.96 % | 112.08 % | 244,000 | 250,000 | 249,376 | 250,000 | 276,341 CHF | 279,819 CHF | 100.00% | 100.00% |
22/03/2024 | 1.00% | 111.60 % | 112.72 % | 250,000 | 245,000 | 250,000 | 247,590 | 278,845 CHF | 278,933 CHF | 100.00% | 100.00% |
21/03/2024 | 1.00% | 112.13 % | 113.26 % | 250,000 | 225,000 | 250,000 | 226,059 | 279,812 CHF | 255,549 CHF | 100.00% | 100.00% |
20/03/2024 | 1.00% | 109.93 % | 111.03 % | 250,000 | 245,000 | 250,000 | 246,672 | 274,444 CHF | 273,510 CHF | 100.00% | 100.00% |
19/03/2024 | 1.00% | 109.10 % | 110.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,567 CHF | 274,294 CHF | 100.00% | 100.00% |
18/03/2024 | 1.00% | 109.05 % | 110.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,154 CHF | 275,904 CHF | 100.00% | 100.00% |
15/03/2024 | 1.00% | 109.08 % | 110.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,952 CHF | 275,699 CHF | 100.00% | 100.00% |
14/03/2024 | 1.00% | 108.70 % | 109.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,672 CHF | 275,416 CHF | 100.00% | 100.00% |