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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 235,049 CHF | 235,569 CHF | 99.59% | 99.59% |
25/04/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 236,540 CHF | 237,060 CHF | 99.98% | 99.98% |
24/04/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 52,000 | 52,000 | 51,886 | 51,886 | 240,393 CHF | 240,912 CHF | 99.91% | 99.91% |
23/04/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 51,000 | 51,000 | 51,978 | 51,978 | 238,908 CHF | 239,428 CHF | 100.00% | 100.00% |
22/04/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 234,163 CHF | 234,683 CHF | 100.00% | 100.00% |
19/04/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 237,667 CHF | 238,207 CHF | 99.93% | 99.93% |
18/04/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 54,000 | 54,000 | 53,948 | 53,948 | 239,069 CHF | 239,609 CHF | 100.00% | 100.00% |
17/04/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 54,000 | 54,000 | 52,088 | 52,088 | 234,634 CHF | 235,155 CHF | 99.99% | 99.99% |
16/04/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 52,000 | 52,000 | 52,188 | 52,188 | 234,908 CHF | 235,430 CHF | 99.39% | 99.39% |
15/04/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 49,000 | 49,000 | 48,991 | 48,991 | 232,306 CHF | 232,796 CHF | 99.99% | 99.99% |