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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 99,639 | 99,639 | 164,763 CHF | 165,760 CHF | 99.35% | 99.35% |
30/04/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 99,406 | 99,406 | 162,327 CHF | 163,322 CHF | 99.55% | 99.55% |
29/04/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 98,900 | 98,900 | 162,045 CHF | 163,035 CHF | 99.76% | 99.76% |
26/04/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,705 | 99,705 | 163,375 CHF | 164,372 CHF | 99.32% | 99.32% |
25/04/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 98,933 | 98,933 | 165,553 CHF | 166,543 CHF | 99.57% | 99.57% |
24/04/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 99,026 | 99,026 | 164,418 CHF | 165,409 CHF | 99.55% | 99.55% |
23/04/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 98,970 | 98,970 | 163,853 CHF | 164,844 CHF | 99.55% | 99.55% |
22/04/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 99,398 | 99,398 | 166,106 CHF | 167,101 CHF | 98.49% | 98.49% |
19/04/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 98,946 | 98,946 | 168,311 CHF | 169,301 CHF | 98.30% | 98.30% |
18/04/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 99,002 | 99,002 | 165,667 CHF | 166,658 CHF | 99.61% | 99.61% |