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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,056,600 CHF | 1,059,600 CHF | 99.89% | 99.89% |
26/04/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,038,000 CHF | 1,041,000 CHF | 100.00% | 100.00% |
25/04/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,054,880 CHF | 1,057,880 CHF | 76.56% | 76.56% |
24/04/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,065,770 CHF | 1,068,770 CHF | 100.00% | 100.00% |
23/04/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,078,460 CHF | 1,081,460 CHF | 99.06% | 99.06% |
22/04/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 300,000 | 300,000 | 299,999 | 300,000 | 1,034,340 CHF | 1,037,340 CHF | 100.00% | 100.00% |
19/04/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 981,321 CHF | 984,321 CHF | 99.82% | 99.82% |
18/04/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 975,318 CHF | 978,318 CHF | 100.00% | 100.00% |
17/04/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 971,593 CHF | 974,593 CHF | 99.67% | 99.67% |
16/04/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 300,000 | 300,000 | 299,999 | 300,000 | 988,691 CHF | 991,694 CHF | 100.00% | 100.00% |