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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2024 | 1.02% | 0.93 CHF | 0.94 CHF | 1,073,800 | 1,073,800 | 1,071,690 | 1,071,690 | 1,045,580 CHF | 1,056,310 CHF | 100.00% | 100.00% |
16/04/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 1,047,500 | 1,047,500 | 1,047,500 | 1,047,500 | 1,013,770 CHF | 1,024,250 CHF | 99.82% | 99.82% |
15/04/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 901,600 | 901,600 | 901,600 | 901,600 | 1,100,650 CHF | 1,109,670 CHF | 99.82% | 99.82% |
12/04/2024 | 0.75% | 1.21 CHF | 1.22 CHF | 754,600 | 754,600 | 754,600 | 754,600 | 1,002,570 CHF | 1,010,120 CHF | 100.00% | 100.00% |
11/04/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 814,800 | 814,800 | 814,783 | 814,783 | 1,020,870 CHF | 1,029,020 CHF | 99.44% | 99.44% |
10/04/2024 | 0.72% | 1.27 CHF | 1.28 CHF | 727,900 | 727,900 | 727,900 | 727,900 | 1,007,930 CHF | 1,015,210 CHF | 99.99% | 99.99% |
09/04/2024 | 0.70% | 1.31 CHF | 1.32 CHF | 739,200 | 739,200 | 739,200 | 739,200 | 1,047,080 CHF | 1,054,480 CHF | 99.99% | 99.99% |
08/04/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 732,200 | 732,200 | 732,200 | 732,200 | 1,043,790 CHF | 1,051,110 CHF | 100.00% | 100.00% |
05/04/2024 | 0.76% | 1.38 CHF | 1.39 CHF | 819,400 | 819,400 | 819,400 | 819,400 | 1,075,320 CHF | 1,083,510 CHF | 100.00% | 100.00% |
04/04/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 706,300 | 706,300 | 705,905 | 705,905 | 1,104,130 CHF | 1,111,200 CHF | 100.00% | 100.00% |