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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.43% | 11.80 CHF | 11.85 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 346,380 CHF | 347,868 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 30,000 | 30,000 | 29,862 | 29,862 | 342,649 CHF | 344,143 CHF | 98.82% | 98.82% |
13/05/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 341,061 CHF | 342,549 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 338,732 CHF | 340,218 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 30,000 | 30,000 | 29,718 | 29,717 | 329,947 CHF | 331,432 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 323,332 CHF | 324,804 CHF | 100.00% | 100.00% |
06/05/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 316,022 CHF | 317,507 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30,000 | 30,000 | 29,944 | 29,879 | 313,861 CHF | 314,671 CHF | 98.28% | 98.28% |
02/05/2024 | 0.48% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 310,353 CHF | 311,836 CHF | 100.00% | 100.00% |
30/04/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 313,818 CHF | 315,306 CHF | 99.77% | 99.77% |