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 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 541,834 CHF | 544,834 CHF | 99.91% | 99.91% |
24/04/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 299,967 | 299,967 | 542,299 CHF | 545,299 CHF | 99.54% | 99.54% |
23/04/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 534,595 CHF | 537,595 CHF | 99.15% | 99.15% |
22/04/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 534,341 CHF | 537,341 CHF | 100.00% | 100.00% |
19/04/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 525,566 CHF | 528,566 CHF | 100.00% | 100.00% |
18/04/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 528,532 CHF | 531,532 CHF | 100.00% | 100.00% |
17/04/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 299,434 | 299,434 | 532,361 CHF | 535,361 CHF | 100.00% | 100.00% |
16/04/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 299,487 | 299,487 | 537,771 CHF | 540,771 CHF | 99.86% | 99.86% |
15/04/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 299,938 | 299,938 | 539,504 CHF | 542,504 CHF | 99.38% | 99.38% |
12/04/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 536,512 CHF | 539,512 CHF | 100.00% | 100.00% |