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 | 11.80% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 259,376 | 85,734 | 42,503 CHF | 15,074 CHF | 95.42% | 95.42% |
24/04/2024 | 6.34% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 260,349 | 96,911 | 49,086 CHF | 19,292 CHF | 97.60% | 97.60% |
23/04/2024 | 6.39% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 199,903 | 93,327 | 46,616 CHF | 22,780 CHF | 96.03% | 96.03% |
22/04/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 197,330 | 99,710 | 51,030 CHF | 26,798 CHF | 100.00% | 100.00% |
19/04/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 181,044 | 100,000 | 51,121 CHF | 29,259 CHF | 99.78% | 99.78% |
18/04/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 196,802 | 100,000 | 51,442 CHF | 27,154 CHF | 99.08% | 99.08% |
17/04/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 188,047 | 100,000 | 51,290 CHF | 28,307 CHF | 99.72% | 99.72% |
16/04/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 194,066 | 99,809 | 51,403 CHF | 27,459 CHF | 86.61% | 86.61% |
15/04/2024 | 4.44% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 203,704 | 98,600 | 49,622 CHF | 25,034 CHF | 99.32% | 99.32% |
12/04/2024 | 3.87% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 200,140 | 99,990 | 50,812 CHF | 26,540 CHF | 99.37% | 99.37% |