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 | 4.64% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 299,999 | 299,999 | 63,135 CHF | 66,135 CHF | 99.85% | 99.85% |
26/04/2024 | 4.90% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 59,762 CHF | 62,762 CHF | 99.40% | 99.40% |
25/04/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 58,534 CHF | 61,534 CHF | 99.92% | 99.92% |
24/04/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 299,961 | 299,961 | 64,920 CHF | 67,920 CHF | 99.54% | 99.54% |
23/04/2024 | 3.78% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 77,821 CHF | 80,821 CHF | 99.81% | 99.81% |
22/04/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 299,877 | 299,877 | 85,641 CHF | 88,641 CHF | 100.00% | 100.00% |
19/04/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 93,184 CHF | 96,184 CHF | 99.99% | 99.99% |
18/04/2024 | 3.41% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 86,425 CHF | 89,425 CHF | 100.00% | 100.00% |
17/04/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 299,528 | 299,528 | 90,130 CHF | 93,130 CHF | 100.00% | 100.00% |
16/04/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 299,702 | 299,702 | 87,846 CHF | 90,846 CHF | 99.80% | 99.80% |