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 | 0.55% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 98,960 | 98,960 | 181,431 CHF | 182,422 CHF | 99.50% | 99.50% |
24/04/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 98,787 | 98,787 | 179,828 CHF | 180,817 CHF | 99.58% | 99.58% |
23/04/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 98,973 | 98,973 | 179,695 CHF | 180,686 CHF | 99.52% | 99.52% |
22/04/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 99,401 | 99,401 | 182,024 CHF | 183,019 CHF | 99.44% | 99.44% |
19/04/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 98,949 | 98,949 | 184,156 CHF | 185,146 CHF | 98.25% | 98.25% |
18/04/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 98,882 | 98,882 | 181,287 CHF | 182,277 CHF | 99.73% | 99.73% |
17/04/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 97,721 | 97,721 | 175,582 CHF | 176,562 CHF | 97.63% | 97.63% |
16/04/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 97,918 | 97,918 | 175,292 CHF | 176,273 CHF | 98.74% | 98.74% |
15/04/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 98,526 | 98,526 | 170,312 CHF | 171,299 CHF | 99.45% | 99.45% |
12/04/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 97,994 | 97,994 | 169,982 CHF | 170,964 CHF | 99.56% | 99.56% |