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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/04/2024 | 9.50% | 0.11 CHF | 0.12 CHF | 744,100 | 744,100 | 748,408 | 748,408 | 75,068 CHF | 82,552 CHF | 100.00% | 100.00% |
17/04/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 760,300 | 760,300 | 757,429 | 757,429 | 77,194 CHF | 84,783 CHF | 100.00% | 100.00% |
16/04/2024 | 9.88% | 0.10 CHF | 0.11 CHF | 747,200 | 747,200 | 747,136 | 747,136 | 71,916 CHF | 79,387 CHF | 99.68% | 99.68% |
15/04/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 732,600 | 732,600 | 727,396 | 727,396 | 76,629 CHF | 83,903 CHF | 99.84% | 99.84% |
12/04/2024 | 9.08% | 0.10 CHF | 0.11 CHF | 744,900 | 744,900 | 735,846 | 735,846 | 77,431 CHF | 84,790 CHF | 100.00% | 100.00% |
11/04/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 717,600 | 717,600 | 707,513 | 707,513 | 73,821 CHF | 80,896 CHF | 99.36% | 99.36% |
10/04/2024 | 9.03% | 0.11 CHF | 0.12 CHF | 696,300 | 696,300 | 697,922 | 697,922 | 73,806 CHF | 80,786 CHF | 100.00% | 100.00% |
09/04/2024 | 8.33% | 0.11 CHF | 0.12 CHF | 621,700 | 621,700 | 611,824 | 611,824 | 70,476 CHF | 76,595 CHF | 100.00% | 100.00% |
08/04/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 624,100 | 624,100 | 627,608 | 627,608 | 77,462 CHF | 83,738 CHF | 100.00% | 100.00% |
05/04/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 638,500 | 638,500 | 644,121 | 644,121 | 72,017 CHF | 78,459 CHF | 100.00% | 100.00% |