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 | 0.59% | 1.71 CHF | 1.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 505,239 CHF | 508,239 CHF | 99.20% | 99.20% |
25/04/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 508,837 CHF | 511,837 CHF | 99.91% | 99.91% |
24/04/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 300,000 | 299,965 | 299,965 | 509,563 CHF | 512,563 CHF | 99.54% | 99.54% |
23/04/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 501,629 CHF | 504,629 CHF | 99.13% | 99.13% |
22/04/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 501,817 CHF | 504,817 CHF | 100.00% | 100.00% |
19/04/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 492,824 CHF | 495,824 CHF | 100.00% | 100.00% |
18/04/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 495,963 CHF | 498,963 CHF | 100.00% | 100.00% |
17/04/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 299,431 | 299,431 | 499,663 CHF | 502,663 CHF | 100.00% | 100.00% |
16/04/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 299,478 | 299,478 | 505,076 CHF | 508,076 CHF | 99.86% | 99.86% |
15/04/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 300,000 | 299,938 | 299,938 | 506,516 CHF | 509,516 CHF | 99.38% | 99.38% |