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 | 2.44% | 0.40 CHF | 0.41 CHF | 575,300 | 575,300 | 579,148 | 579,148 | 234,672 CHF | 240,464 CHF | 99.90% | 99.90% |
24/04/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 581,800 | 581,800 | 565,204 | 565,204 | 227,535 CHF | 233,188 CHF | 99.54% | 99.54% |
23/04/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 554,500 | 554,500 | 556,549 | 556,549 | 233,589 CHF | 239,155 CHF | 99.15% | 99.15% |
22/04/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 558,100 | 558,100 | 543,833 | 543,833 | 228,564 CHF | 234,003 CHF | 99.55% | 99.55% |
19/04/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 534,600 | 534,600 | 532,489 | 532,489 | 233,701 CHF | 239,026 CHF | 100.00% | 100.00% |
18/04/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 531,100 | 531,100 | 540,903 | 540,903 | 234,721 CHF | 240,130 CHF | 100.00% | 100.00% |
17/04/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 547,500 | 547,500 | 551,003 | 551,003 | 233,353 CHF | 238,874 CHF | 100.00% | 100.00% |
16/04/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 555,300 | 555,300 | 557,510 | 557,510 | 230,397 CHF | 235,973 CHF | 99.83% | 99.83% |
15/04/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 559,200 | 559,200 | 556,666 | 556,666 | 230,172 CHF | 235,739 CHF | 99.24% | 99.24% |
12/04/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 555,200 | 555,200 | 556,102 | 556,102 | 234,036 CHF | 239,597 CHF | 100.00% | 100.00% |