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 | 2.41% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 52,931 CHF | 53,954 CHF | 99.20% | 99.20% |
29/04/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,075 CHF | 58,075 CHF | 99.96% | 99.96% |
26/04/2024 | 2.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 93,085 | 93,085 | 52,008 CHF | 53,042 CHF | 94.81% | 94.81% |
25/04/2024 | 3.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 85,076 | 85,076 | 46,927 CHF | 48,001 CHF | 96.39% | 96.39% |
24/04/2024 | 2.11% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 55,894 CHF | 56,910 CHF | 97.60% | 97.60% |
23/04/2024 | 2.41% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 93,327 | 93,327 | 57,980 CHF | 59,013 CHF | 96.03% | 96.03% |
22/04/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,710 | 99,710 | 64,532 CHF | 65,533 CHF | 100.00% | 100.00% |
19/04/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,167 CHF | 68,167 CHF | 99.82% | 99.82% |
18/04/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,025 CHF | 66,025 CHF | 99.40% | 99.40% |
17/04/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,197 CHF | 67,197 CHF | 99.73% | 99.73% |