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 | 3.49% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 180,707 | 100,000 | 50,922 CHF | 29,185 CHF | 99.88% | 99.88% |
26/04/2024 | 5.50% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 175,582 | 93,132 | 47,461 CHF | 26,215 CHF | 95.45% | 95.45% |
25/04/2024 | 7.69% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 164,058 | 85,316 | 43,132 CHF | 23,470 CHF | 96.03% | 96.03% |
24/04/2024 | 4.19% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 172,860 | 96,910 | 49,775 CHF | 28,917 CHF | 97.55% | 97.55% |
23/04/2024 | 4.49% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 144,798 | 93,328 | 48,122 CHF | 32,044 CHF | 96.03% | 96.03% |
22/04/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 143,026 | 99,710 | 51,185 CHF | 36,705 CHF | 100.00% | 100.00% |
19/04/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 136,494 | 100,000 | 52,138 CHF | 39,223 CHF | 99.78% | 99.78% |
18/04/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,738 | 100,000 | 51,143 CHF | 37,097 CHF | 99.40% | 99.40% |
17/04/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 138,977 | 100,000 | 51,896 CHF | 38,353 CHF | 92.34% | 92.34% |
16/04/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,241 | 99,820 | 51,225 CHF | 37,468 CHF | 92.24% | 92.24% |