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 | 0.44% | 11.50 CHF | 11.55 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 338,120 CHF | 339,607 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 30,000 | 30,000 | 29,789 | 29,788 | 333,474 CHF | 334,963 CHF | 99.04% | 99.04% |
13/05/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 332,627 CHF | 334,114 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 330,469 CHF | 331,956 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 10.85 CHF | 10.90 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 321,435 CHF | 322,922 CHF | 100.00% | 100.00% |
07/05/2024 | 0.48% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 315,008 CHF | 316,481 CHF | 100.00% | 100.00% |
06/05/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 307,758 CHF | 309,244 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30,000 | 30,000 | 29,883 | 29,808 | 304,870 CHF | 305,591 CHF | 98.88% | 98.88% |
02/05/2024 | 0.50% | 10.10 CHF | 10.15 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 301,997 CHF | 303,484 CHF | 100.00% | 100.00% |
30/04/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 305,673 CHF | 307,160 CHF | 99.84% | 99.84% |