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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 2,250,300 | 2,250,300 | 2,249,110 | 2,249,110 | 2,676,920 CHF | 2,699,420 CHF | 99.63% | 99.63% |
26/04/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 2,293,700 | 2,293,700 | 2,293,700 | 2,293,700 | 2,669,630 CHF | 2,692,560 CHF | 99.68% | 99.68% |
25/04/2024 | 0.85% | 1.10 CHF | 1.11 CHF | 2,178,800 | 2,178,800 | 2,177,650 | 2,177,650 | 2,546,170 CHF | 2,567,960 CHF | 99.99% | 99.99% |
23/04/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 2,237,200 | 2,237,200 | 2,236,030 | 2,236,030 | 2,680,370 CHF | 2,702,740 CHF | 100.00% | 100.00% |
22/04/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 2,305,800 | 2,305,800 | 2,302,180 | 2,302,180 | 2,683,060 CHF | 2,706,120 CHF | 100.00% | 100.00% |
19/04/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 2,371,100 | 2,371,100 | 2,371,100 | 2,371,100 | 2,591,480 CHF | 2,615,190 CHF | 100.00% | 100.00% |
18/04/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 2,378,500 | 2,378,500 | 2,378,500 | 2,378,500 | 2,649,270 CHF | 2,673,050 CHF | 100.00% | 100.00% |
17/04/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 2,362,100 | 2,362,100 | 2,357,090 | 2,357,090 | 2,650,590 CHF | 2,674,210 CHF | 99.99% | 99.99% |
16/04/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 2,380,100 | 2,380,100 | 2,378,820 | 2,378,820 | 2,647,860 CHF | 2,671,660 CHF | 99.82% | 99.82% |
15/04/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 2,295,900 | 2,295,900 | 2,295,900 | 2,295,900 | 2,706,570 CHF | 2,729,530 CHF | 99.82% | 99.82% |