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 | 2.12% | 0.47 CHF | 0.48 CHF | 529,600 | 529,600 | 545,790 | 545,790 | 255,108 CHF | 260,566 CHF | 99.90% | 99.90% |
24/04/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 562,200 | 562,200 | 576,203 | 576,203 | 257,038 CHF | 262,802 CHF | 100.00% | 100.00% |
23/04/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 591,300 | 591,300 | 529,294 | 529,294 | 220,330 CHF | 225,623 CHF | 100.00% | 100.00% |
22/04/2024 | 1.91% | 0.47 CHF | 0.48 CHF | 464,500 | 464,500 | 434,451 | 434,451 | 225,587 CHF | 229,932 CHF | 100.00% | 100.00% |
19/04/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 403,600 | 403,600 | 391,368 | 391,368 | 254,667 CHF | 258,580 CHF | 100.00% | 100.00% |
18/04/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 380,200 | 380,200 | 379,954 | 379,954 | 256,014 CHF | 259,814 CHF | 99.99% | 99.99% |
17/04/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 379,700 | 379,700 | 388,703 | 388,703 | 268,138 CHF | 272,031 CHF | 98.87% | 98.87% |
16/04/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 399,300 | 399,300 | 390,039 | 390,039 | 253,904 CHF | 257,806 CHF | 100.00% | 100.00% |
15/04/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 380,600 | 380,600 | 352,900 | 352,900 | 238,903 CHF | 242,433 CHF | 99.99% | 99.99% |
12/04/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 324,400 | 324,400 | 362,673 | 362,673 | 308,528 CHF | 312,154 CHF | 100.00% | 100.00% |