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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/04/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 134,000 | 134,000 | 134,194 | 134,194 | 296,695 CHF | 298,037 CHF | 100.00% | 100.00% |
22/04/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 136,000 | 136,000 | 135,724 | 135,724 | 294,634 CHF | 295,991 CHF | 100.00% | 100.00% |
19/04/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 138,000 | 138,000 | 138,129 | 138,129 | 293,619 CHF | 295,000 CHF | 100.00% | 100.00% |
18/04/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 138,000 | 138,000 | 137,148 | 137,148 | 293,586 CHF | 294,958 CHF | 100.00% | 100.00% |
17/04/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 136,000 | 136,000 | 134,983 | 134,983 | 293,845 CHF | 295,197 CHF | 100.00% | 100.00% |
16/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 136,000 | 136,000 | 135,136 | 135,136 | 294,654 CHF | 296,007 CHF | 99.58% | 99.58% |
15/04/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 134,000 | 134,000 | 132,851 | 132,851 | 296,904 CHF | 298,233 CHF | 100.00% | 100.00% |
12/04/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 130,000 | 130,000 | 130,312 | 130,312 | 298,721 CHF | 300,024 CHF | 100.00% | 100.00% |
11/04/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 134,000 | 134,000 | 131,885 | 131,885 | 296,469 CHF | 297,788 CHF | 99.99% | 99.99% |
10/04/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 134,000 | 134,000 | 133,210 | 133,210 | 295,635 CHF | 296,967 CHF | 100.00% | 100.00% |