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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 96,100 | 96,100 | 96,220 | 96,220 | 192,304 CHF | 193,266 CHF | 99.83% | 99.83% |
26/04/2024 | 0.50% | 2.09 CHF | 2.10 CHF | 96,400 | 96,400 | 95,372 | 95,372 | 191,403 CHF | 192,357 CHF | 99.34% | 99.34% |
25/04/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 94,800 | 94,800 | 94,079 | 94,079 | 192,430 CHF | 193,370 CHF | 99.91% | 99.91% |
24/04/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 93,600 | 93,600 | 96,417 | 96,417 | 198,134 CHF | 199,099 CHF | 99.54% | 99.54% |
23/04/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 98,300 | 98,300 | 97,870 | 97,870 | 192,329 CHF | 193,307 CHF | 99.15% | 99.15% |
22/04/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 97,600 | 97,600 | 100,150 | 100,150 | 196,704 CHF | 197,705 CHF | 99.55% | 99.55% |
19/04/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 102,000 | 102,000 | 102,422 | 102,422 | 191,289 CHF | 192,313 CHF | 99.99% | 99.99% |
18/04/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 102,700 | 102,700 | 100,655 | 100,655 | 190,976 CHF | 191,982 CHF | 99.97% | 99.97% |
17/04/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 99,300 | 99,300 | 98,143 | 98,143 | 191,296 CHF | 192,279 CHF | 100.00% | 100.00% |
16/04/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 97,700 | 97,700 | 97,267 | 97,267 | 194,650 CHF | 195,623 CHF | 99.83% | 99.83% |