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 | 0.37% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 49,529 | 49,528 | 135,023 CHF | 135,517 CHF | 99.53% | 99.53% |
24/04/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 135,763 CHF | 136,259 CHF | 99.94% | 99.94% |
23/04/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 133,929 CHF | 134,425 CHF | 99.53% | 99.53% |
22/04/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 131,408 CHF | 131,903 CHF | 99.91% | 99.91% |
19/04/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 133,726 CHF | 134,221 CHF | 99.80% | 99.80% |
18/04/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 132,836 CHF | 133,330 CHF | 99.63% | 99.63% |
17/04/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 49,041 | 49,041 | 143,121 CHF | 143,611 CHF | 97.94% | 97.94% |
16/04/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 49,016 | 49,016 | 145,868 CHF | 146,359 CHF | 95.08% | 95.08% |
15/04/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 49,289 | 49,234 | 145,351 CHF | 145,683 CHF | 99.46% | 99.46% |
12/04/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 49,060 | 49,060 | 150,789 CHF | 151,281 CHF | 99.87% | 99.87% |