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 | 0.08% | 12.55 CHF | 12.56 CHF | 100,300 | 100,300 | 100,300 | 100,300 | 1,254,120 CHF | 1,255,120 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 102,100 | 102,100 | 102,100 | 102,100 | 1,286,600 CHF | 1,287,620 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 104,900 | 104,900 | 104,887 | 104,887 | 1,263,800 CHF | 1,264,850 CHF | 99.67% | 99.67% |
07/05/2024 | 0.09% | 11.85 CHF | 11.86 CHF | 108,600 | 108,600 | 108,575 | 108,575 | 1,258,890 CHF | 1,259,980 CHF | 99.68% | 99.68% |
06/05/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 110,900 | 110,900 | 110,900 | 110,900 | 1,244,160 CHF | 1,245,270 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 112,900 | 112,900 | 112,900 | 112,900 | 1,238,020 CHF | 1,239,150 CHF | 99.89% | 99.89% |
02/05/2024 | 0.09% | 10.81 CHF | 10.82 CHF | 110,700 | 110,700 | 110,700 | 110,700 | 1,199,140 CHF | 1,200,240 CHF | 99.55% | 99.55% |
30/04/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 106,900 | 106,900 | 106,845 | 106,845 | 1,212,270 CHF | 1,213,340 CHF | 99.99% | 99.99% |
29/04/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 105,300 | 105,300 | 105,282 | 105,282 | 1,232,690 CHF | 1,233,750 CHF | 99.64% | 99.64% |
26/04/2024 | 0.09% | 11.77 CHF | 11.78 CHF | 109,900 | 109,900 | 109,888 | 109,888 | 1,271,230 CHF | 1,272,330 CHF | 99.62% | 99.62% |