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 | 1.11% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,046 CHF | 181,046 CHF | 100.00% | 100.00% |
24/04/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 199,976 | 199,976 | 191,054 CHF | 193,054 CHF | 99.54% | 99.54% |
23/04/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,989 CHF | 201,989 CHF | 100.00% | 100.00% |
22/04/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 199,970 | 199,970 | 209,365 CHF | 211,365 CHF | 100.00% | 100.00% |
19/04/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,045 CHF | 191,045 CHF | 99.99% | 99.99% |
18/04/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,716 CHF | 187,716 CHF | 100.00% | 100.00% |
17/04/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 199,614 | 199,614 | 186,777 CHF | 188,777 CHF | 99.82% | 99.82% |
16/04/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 199,653 | 199,653 | 189,585 CHF | 191,585 CHF | 98.89% | 98.89% |
15/04/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,936 CHF | 186,936 CHF | 99.57% | 99.57% |
12/04/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,331 CHF | 187,331 CHF | 100.00% | 100.00% |