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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/04/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 1,085,300 | 1,085,300 | 1,085,020 | 1,085,020 | 1,503,100 CHF | 1,513,950 CHF | 100.00% | 100.00% |
19/04/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 1,017,300 | 1,017,300 | 1,017,300 | 1,017,300 | 1,428,860 CHF | 1,439,030 CHF | 100.00% | 100.00% |
18/04/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 1,000,900 | 1,000,900 | 1,000,900 | 1,000,900 | 1,494,940 CHF | 1,504,950 CHF | 100.00% | 100.00% |
17/04/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 959,000 | 959,000 | 957,160 | 957,160 | 1,506,650 CHF | 1,516,240 CHF | 100.00% | 100.00% |
16/04/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 944,000 | 944,000 | 943,996 | 943,996 | 1,478,660 CHF | 1,488,100 CHF | 99.82% | 99.82% |
15/04/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 860,400 | 860,400 | 860,400 | 860,400 | 1,568,570 CHF | 1,577,170 CHF | 99.83% | 99.83% |
12/04/2024 | 0.52% | 1.81 CHF | 1.82 CHF | 771,300 | 771,300 | 771,300 | 771,300 | 1,480,080 CHF | 1,487,790 CHF | 100.00% | 100.00% |
11/04/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 810,400 | 810,400 | 810,384 | 810,384 | 1,493,800 CHF | 1,501,910 CHF | 99.44% | 99.44% |
10/04/2024 | 0.51% | 1.86 CHF | 1.87 CHF | 755,400 | 755,400 | 755,400 | 755,400 | 1,482,440 CHF | 1,489,990 CHF | 100.00% | 100.00% |
09/04/2024 | 0.50% | 1.89 CHF | 1.90 CHF | 763,100 | 763,100 | 763,100 | 763,100 | 1,518,470 CHF | 1,526,100 CHF | 100.00% | 100.00% |