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 | 2.11% | 0.49 CHF | 0.50 CHF | 1,460,100 | 1,460,100 | 1,460,100 | 1,460,100 | 686,182 CHF | 700,783 CHF | 99.63% | 99.63% |
26/04/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 1,342,000 | 1,342,000 | 1,342,000 | 1,342,000 | 662,427 CHF | 675,847 CHF | 98.85% | 98.85% |
25/04/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 1,486,700 | 1,486,700 | 1,486,620 | 1,486,620 | 765,496 CHF | 780,363 CHF | 100.00% | 100.00% |
24/04/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 1,628,700 | 1,628,700 | 1,628,700 | 1,628,700 | 735,243 CHF | 751,530 CHF | 100.00% | 100.00% |
23/04/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 1,408,200 | 1,408,200 | 1,408,200 | 1,408,200 | 603,731 CHF | 617,813 CHF | 99.87% | 99.87% |
22/04/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 1,283,200 | 1,283,200 | 1,283,200 | 1,283,200 | 662,026 CHF | 674,858 CHF | 100.00% | 100.00% |
19/04/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 1,196,500 | 1,196,500 | 1,196,500 | 1,196,500 | 711,156 CHF | 723,121 CHF | 100.00% | 100.00% |
18/04/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 1,198,400 | 1,198,400 | 1,198,400 | 1,198,400 | 699,631 CHF | 711,615 CHF | 100.00% | 100.00% |
17/04/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1,157,500 | 1,157,500 | 1,155,580 | 1,155,580 | 668,841 CHF | 680,416 CHF | 100.00% | 100.00% |
16/04/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 1,366,300 | 1,366,300 | 1,366,180 | 1,366,180 | 801,797 CHF | 815,460 CHF | 99.92% | 99.92% |