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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 319,472 CHF | 320,959 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 318,062 CHF | 319,550 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 313,530 CHF | 315,017 CHF | 100.00% | 100.00% |
07/05/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 310,349 CHF | 311,832 CHF | 100.00% | 100.00% |
06/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 306,719 CHF | 308,205 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,699 | 29,699 | 304,188 CHF | 305,674 CHF | 99.28% | 99.28% |
02/05/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 303,723 CHF | 305,211 CHF | 100.00% | 100.00% |
30/04/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 305,595 CHF | 307,083 CHF | 100.00% | 100.00% |
29/04/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 306,968 CHF | 308,455 CHF | 100.00% | 100.00% |
26/04/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,702 | 29,702 | 305,037 CHF | 306,523 CHF | 100.00% | 100.00% |