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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/04/2024 | 0.48% | 4.50 CHF | 4.51 CHF | 141,000 | 141,000 | 124,254 | 123,802 | 585,103 CHF | 584,286 CHF | 99.80% | 99.80% |
17/04/2024 | 0.51% | 4.70 CHF | 4.71 CHF | 141,000 | 141,000 | 123,760 | 123,295 | 558,315 CHF | 557,597 CHF | 99.99% | 99.99% |
16/04/2024 | 0.52% | 4.31 CHF | 4.32 CHF | 141,000 | 141,000 | 123,781 | 123,316 | 539,958 CHF | 539,230 CHF | 100.00% | 100.00% |
15/04/2024 | 0.57% | 4.26 CHF | 4.27 CHF | 141,000 | 141,000 | 124,008 | 123,543 | 508,302 CHF | 507,780 CHF | 100.00% | 100.00% |
12/04/2024 | 0.56% | 4.37 CHF | 4.38 CHF | 141,000 | 141,000 | 124,013 | 123,548 | 531,835 CHF | 531,321 CHF | 100.00% | 100.00% |
11/04/2024 | 0.61% | 3.86 CHF | 3.87 CHF | 141,000 | 141,000 | 124,035 | 123,570 | 466,674 CHF | 466,263 CHF | 99.99% | 99.99% |
10/04/2024 | 0.63% | 3.65 CHF | 3.66 CHF | 141,000 | 141,000 | 124,035 | 123,570 | 447,530 CHF | 447,164 CHF | 99.89% | 99.89% |
09/04/2024 | 0.65% | 3.55 CHF | 3.56 CHF | 141,000 | 141,000 | 124,026 | 123,561 | 440,097 CHF | 439,793 CHF | 100.00% | 100.00% |
08/04/2024 | 0.63% | 3.55 CHF | 3.56 CHF | 141,000 | 141,000 | 124,034 | 123,569 | 445,176 CHF | 444,813 CHF | 100.00% | 100.00% |
05/04/2024 | 0.67% | 3.53 CHF | 3.54 CHF | 141,000 | 141,000 | 124,053 | 123,588 | 422,400 CHF | 422,148 CHF | 100.00% | 100.00% |