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 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,616 CHF | 125,616 CHF | 99.92% | 99.92% |
26/04/2024 | 1.20% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 116,451 CHF | 117,486 CHF | 95.45% | 95.45% |
25/04/2024 | 1.66% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 85,040 | 85,040 | 107,105 CHF | 108,180 CHF | 96.44% | 96.44% |
24/04/2024 | 0.97% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 122,721 CHF | 123,737 CHF | 97.58% | 97.58% |
23/04/2024 | 1.21% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 93,327 | 93,327 | 115,765 CHF | 116,798 CHF | 96.02% | 96.02% |
22/04/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 99,709 | 99,709 | 123,516 CHF | 124,518 CHF | 99.96% | 99.96% |
19/04/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,077 CHF | 122,077 CHF | 99.45% | 99.45% |
18/04/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,033 CHF | 123,033 CHF | 99.36% | 99.36% |
17/04/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,750 CHF | 124,750 CHF | 99.65% | 99.65% |
16/04/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 99,820 | 99,820 | 125,293 CHF | 126,294 CHF | 92.24% | 92.24% |