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 | 2.72% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 108,959 CHF | 111,959 CHF | 84.44% | 84.44% |
24/04/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 115,462 CHF | 118,462 CHF | 100.00% | 100.00% |
23/04/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 128,608 CHF | 131,608 CHF | 100.00% | 100.00% |
22/04/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 136,590 CHF | 139,590 CHF | 100.00% | 100.00% |
19/04/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 143,738 CHF | 146,738 CHF | 100.00% | 100.00% |
18/04/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 137,295 CHF | 140,295 CHF | 100.00% | 100.00% |
17/04/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 140,910 CHF | 143,910 CHF | 99.68% | 99.68% |
16/04/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 138,513 CHF | 141,513 CHF | 100.00% | 100.00% |
15/04/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 131,940 CHF | 134,940 CHF | 100.00% | 100.00% |
12/04/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 135,498 CHF | 138,498 CHF | 96.68% | 96.68% |