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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.17% | 11.24 CHF | 11.26 CHF | 24,800 | 24,800 | 24,778 | 24,778 | 284,401 CHF | 284,897 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 10.92 CHF | 10.94 CHF | 26,500 | 26,500 | 26,431 | 26,431 | 281,162 CHF | 281,692 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 10.63 CHF | 10.65 CHF | 26,600 | 26,600 | 26,600 | 26,600 | 279,665 CHF | 280,197 CHF | 99.31% | 99.31% |
13/05/2024 | 0.20% | 10.26 CHF | 10.28 CHF | 27,200 | 27,200 | 27,200 | 27,200 | 277,249 CHF | 277,793 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 10.39 CHF | 10.41 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 285,893 CHF | 286,433 CHF | 99.99% | 99.99% |
08/05/2024 | 0.19% | 10.60 CHF | 10.62 CHF | 27,100 | 27,100 | 27,100 | 27,100 | 285,910 CHF | 286,452 CHF | 99.77% | 99.77% |
07/05/2024 | 0.17% | 11.43 CHF | 11.45 CHF | 24,800 | 24,800 | 24,796 | 24,796 | 285,790 CHF | 286,286 CHF | 98.37% | 98.37% |
06/05/2024 | 0.18% | 11.54 CHF | 11.56 CHF | 26,700 | 26,700 | 26,700 | 26,700 | 302,514 CHF | 303,048 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 10.48 CHF | 10.50 CHF | 26,700 | 26,700 | 26,700 | 26,700 | 273,777 CHF | 274,311 CHF | 99.86% | 99.86% |
02/05/2024 | 0.19% | 10.24 CHF | 10.26 CHF | 26,700 | 26,700 | 26,700 | 26,700 | 279,348 CHF | 279,882 CHF | 99.58% | 99.58% |