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 | 30.12% | 0.03 CHF | 0.04 CHF | 2,657,500 | 2,657,500 | 2,678,390 | 2,678,390 | 75,976 CHF | 102,760 CHF | 100.00% | 100.00% |
24/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,594,800 | 2,594,800 | 2,581,600 | 2,581,600 | 77,448 CHF | 103,264 CHF | 99.72% | 99.72% |
23/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,576,900 | 2,576,900 | 2,590,030 | 2,590,030 | 77,701 CHF | 103,603 CHF | 100.00% | 100.00% |
22/04/2024 | 29.17% | 0.03 CHF | 0.04 CHF | 2,698,600 | 2,698,600 | 2,714,770 | 2,714,770 | 79,720 CHF | 106,868 CHF | 100.00% | 100.00% |
19/04/2024 | 33.31% | 0.03 CHF | 0.04 CHF | 2,655,700 | 2,655,700 | 2,678,180 | 2,678,180 | 67,024 CHF | 93,806 CHF | 100.00% | 100.00% |
18/04/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 2,576,500 | 2,576,500 | 2,594,570 | 2,594,570 | 77,791 CHF | 103,736 CHF | 100.00% | 100.00% |
17/04/2024 | 28.65% | 0.03 CHF | 0.04 CHF | 2,456,400 | 2,456,400 | 2,435,730 | 2,435,730 | 73,072 CHF | 97,476 CHF | 100.00% | 100.00% |
16/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,276,000 | 2,276,000 | 2,269,190 | 2,269,190 | 68,076 CHF | 90,768 CHF | 99.68% | 99.68% |
15/04/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2,245,000 | 2,245,000 | 2,227,450 | 2,227,450 | 77,961 CHF | 100,235 CHF | 99.84% | 99.84% |
12/04/2024 | 25.02% | 0.03 CHF | 0.04 CHF | 2,100,700 | 2,100,700 | 2,063,650 | 2,063,650 | 72,158 CHF | 92,795 CHF | 100.00% | 100.00% |