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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/04/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 96,100 | 96,100 | 53,079 | 53,079 | 176,445 CHF | 176,977 CHF | 99.81% | 99.81% |
23/04/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 99,500 | 99,500 | 55,117 | 55,117 | 174,559 CHF | 175,111 CHF | 99.60% | 99.60% |
22/04/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 102,300 | 102,300 | 55,985 | 55,985 | 177,142 CHF | 177,703 CHF | 99.83% | 99.83% |
19/04/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 97,200 | 97,200 | 53,202 | 53,202 | 171,350 CHF | 171,883 CHF | 99.99% | 99.99% |
18/04/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 93,000 | 93,000 | 51,276 | 51,276 | 175,161 CHF | 175,675 CHF | 99.94% | 99.94% |
17/04/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 89,000 | 89,000 | 48,981 | 48,981 | 176,638 CHF | 177,129 CHF | 99.99% | 99.99% |
16/04/2024 | 0.26% | 3.56 CHF | 3.57 CHF | 82,000 | 82,000 | 44,483 | 44,483 | 171,778 CHF | 172,224 CHF | 99.55% | 99.55% |
15/04/2024 | 0.24% | 4.34 CHF | 4.35 CHF | 71,400 | 71,400 | 39,677 | 39,677 | 169,035 CHF | 169,434 CHF | 99.60% | 99.60% |
12/04/2024 | 0.24% | 4.36 CHF | 4.37 CHF | 74,600 | 74,600 | 40,989 | 40,989 | 175,440 CHF | 175,852 CHF | 99.99% | 99.99% |
11/04/2024 | 0.29% | 3.63 CHF | 3.64 CHF | 89,700 | 89,700 | 49,880 | 49,880 | 177,859 CHF | 178,359 CHF | 99.97% | 99.97% |