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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,721 | 299,721 | 125,097 CHF | 128,097 CHF | 100.00% | 100.00% |
29/04/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 129,922 CHF | 132,922 CHF | 99.85% | 99.85% |
26/04/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 126,761 CHF | 129,761 CHF | 99.39% | 99.39% |
25/04/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 125,342 CHF | 128,342 CHF | 99.92% | 99.92% |
24/04/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 299,967 | 299,967 | 132,026 CHF | 135,026 CHF | 99.54% | 99.54% |
23/04/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 145,332 CHF | 148,332 CHF | 99.81% | 99.81% |
22/04/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,877 | 299,877 | 152,789 CHF | 155,789 CHF | 100.00% | 100.00% |
19/04/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 160,140 CHF | 163,140 CHF | 100.00% | 100.00% |
18/04/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 153,856 CHF | 156,856 CHF | 100.00% | 100.00% |
17/04/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,425 | 299,425 | 157,247 CHF | 160,247 CHF | 99.99% | 99.99% |