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 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 98,963 | 98,963 | 196,253 CHF | 197,244 CHF | 99.50% | 99.50% |
24/04/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 98,968 | 98,968 | 194,961 CHF | 195,952 CHF | 99.65% | 99.65% |
23/04/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 98,972 | 98,972 | 194,469 CHF | 195,460 CHF | 99.53% | 99.53% |
22/04/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 99,346 | 99,346 | 196,785 CHF | 197,779 CHF | 98.52% | 98.52% |
19/04/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 98,948 | 98,948 | 198,975 CHF | 199,965 CHF | 98.18% | 98.18% |
18/04/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 98,875 | 98,875 | 196,078 CHF | 197,068 CHF | 99.59% | 99.59% |
17/04/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 97,929 | 97,929 | 190,641 CHF | 191,622 CHF | 99.05% | 99.05% |
16/04/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 97,850 | 97,850 | 189,822 CHF | 190,803 CHF | 98.79% | 98.79% |
15/04/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 98,496 | 98,496 | 185,015 CHF | 186,002 CHF | 99.50% | 99.50% |
12/04/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 98,496 | 98,496 | 185,602 CHF | 186,589 CHF | 99.26% | 99.26% |