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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 2.94% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 108,158 | 95,415 | 49,234 CHF | 44,487 CHF | 99.20% | 99.20% |
29/04/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,858 CHF | 48,144 CHF | 99.95% | 99.95% |
26/04/2024 | 3.26% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 105,081 | 93,126 | 48,301 CHF | 43,860 CHF | 95.37% | 95.37% |
25/04/2024 | 4.55% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 98,867 | 85,205 | 44,708 CHF | 39,606 CHF | 96.20% | 96.20% |
24/04/2024 | 2.55% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 106,482 | 96,911 | 50,863 CHF | 47,305 CHF | 97.60% | 97.60% |
23/04/2024 | 2.86% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 93,328 | 93,328 | 48,707 CHF | 49,741 CHF | 96.03% | 96.03% |
22/04/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,710 | 99,710 | 54,625 CHF | 55,626 CHF | 100.00% | 100.00% |
19/04/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,213 CHF | 58,213 CHF | 99.80% | 99.80% |
18/04/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,085 CHF | 56,085 CHF | 99.40% | 99.40% |
17/04/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,350 CHF | 57,350 CHF | 92.34% | 92.34% |