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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 281,000 | 281,000 | 282,600 | 282,600 | 144,925 CHF | 147,751 CHF | 100.00% | 100.00% |
24/04/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 281,000 | 281,000 | 278,945 | 278,945 | 139,748 CHF | 142,538 CHF | 99.81% | 99.81% |
23/04/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 281,000 | 281,000 | 283,322 | 283,322 | 143,389 CHF | 146,222 CHF | 100.00% | 100.00% |
22/04/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 277,000 | 277,000 | 282,248 | 282,248 | 141,394 CHF | 144,217 CHF | 100.00% | 100.00% |
19/04/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 291,000 | 291,000 | 293,455 | 293,455 | 156,274 CHF | 159,209 CHF | 100.00% | 100.00% |
18/04/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 300,000 | 300,000 | 304,423 | 304,423 | 170,521 CHF | 173,565 CHF | 100.00% | 100.00% |
17/04/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 305,000 | 305,000 | 304,762 | 304,762 | 170,917 CHF | 173,969 CHF | 100.00% | 100.00% |
16/04/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 305,000 | 305,000 | 304,716 | 304,716 | 170,806 CHF | 173,856 CHF | 99.59% | 99.59% |
15/04/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 305,000 | 305,000 | 302,958 | 302,958 | 169,657 CHF | 172,687 CHF | 100.00% | 100.00% |
12/04/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 305,000 | 305,000 | 301,574 | 301,574 | 168,140 CHF | 171,155 CHF | 100.00% | 100.00% |