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 | 0.75% | 1.34 CHF | 1.35 CHF | 85,000 | 85,000 | 84,994 | 84,994 | 112,869 CHF | 113,719 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 112,769 CHF | 113,619 CHF | 99.61% | 99.61% |
25/04/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 85,000 | 85,000 | 85,863 | 85,863 | 107,172 CHF | 108,030 CHF | 99.99% | 99.99% |
24/04/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 109,935 CHF | 110,785 CHF | 99.77% | 99.77% |
23/04/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 90,000 | 90,000 | 84,997 | 84,997 | 109,258 CHF | 110,108 CHF | 100.00% | 100.00% |
22/04/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 85,000 | 85,000 | 84,975 | 84,975 | 112,856 CHF | 113,706 CHF | 100.00% | 100.00% |
19/04/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 85,000 | 85,000 | 85,113 | 85,113 | 109,306 CHF | 110,157 CHF | 99.99% | 99.99% |
18/04/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 111,014 CHF | 111,864 CHF | 99.99% | 99.99% |
17/04/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 90,000 | 90,000 | 84,927 | 84,927 | 109,521 CHF | 110,372 CHF | 100.00% | 100.00% |
16/04/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 85,000 | 85,000 | 84,851 | 84,851 | 111,408 CHF | 112,258 CHF | 99.58% | 99.58% |