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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/04/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 270,000 | 270,000 | 93,667 | 93,667 | 266,370 CHF | 267,309 CHF | 99.99% | 99.99% |
17/04/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 270,000 | 270,000 | 92,854 | 92,854 | 266,233 CHF | 267,164 CHF | 100.00% | 100.00% |
16/04/2024 | 0.36% | 2.91 CHF | 2.92 CHF | 260,000 | 260,000 | 92,736 | 92,736 | 263,913 CHF | 264,842 CHF | 99.73% | 99.73% |
15/04/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 260,000 | 260,000 | 89,958 | 89,958 | 265,444 CHF | 266,345 CHF | 99.99% | 99.99% |
12/04/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 260,000 | 260,000 | 87,656 | 87,656 | 260,505 CHF | 261,383 CHF | 100.00% | 100.00% |
11/04/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 270,000 | 270,000 | 93,229 | 93,229 | 269,115 CHF | 270,049 CHF | 100.00% | 100.00% |
10/04/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 270,000 | 270,000 | 93,725 | 93,725 | 267,020 CHF | 267,958 CHF | 99.42% | 99.42% |
09/04/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 270,000 | 270,000 | 92,146 | 92,146 | 268,793 CHF | 269,715 CHF | 100.00% | 100.00% |
08/04/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 260,000 | 260,000 | 89,876 | 89,876 | 270,705 CHF | 271,605 CHF | 99.90% | 99.90% |
05/04/2024 | 0.35% | 2.99 CHF | 3.00 CHF | 260,000 | 260,000 | 91,162 | 91,162 | 268,109 CHF | 269,022 CHF | 99.99% | 99.99% |