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 | 6.07% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 79,920 CHF | 84,920 CHF | 96.07% | 96.07% |
24/04/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,000 CHF | 80,000 CHF | 90.55% | 90.55% |
23/04/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,000 CHF | 80,000 CHF | 95.73% | 95.73% |
22/04/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,000 CHF | 85,000 CHF | 99.93% | 99.93% |
19/04/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,561 CHF | 85,561 CHF | 99.94% | 99.94% |
18/04/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,000 CHF | 85,000 CHF | 99.26% | 99.26% |
17/04/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,000 CHF | 85,000 CHF | 99.83% | 99.83% |
16/04/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,000 CHF | 85,000 CHF | 92.22% | 92.22% |
15/04/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,000 CHF | 80,000 CHF | 99.13% | 99.13% |
12/04/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 76,141 CHF | 81,141 CHF | 99.31% | 99.31% |