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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.21% | 9.27 CHF | 9.29 CHF | 28,900 | 28,900 | 28,900 | 28,900 | 277,232 CHF | 277,810 CHF | 100.00% | 100.00% |
23/04/2024 | 0.20% | 10.21 CHF | 10.23 CHF | 28,700 | 28,700 | 28,697 | 28,697 | 283,464 CHF | 284,038 CHF | 100.00% | 100.00% |
22/04/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 29,100 | 29,100 | 29,100 | 29,100 | 278,763 CHF | 279,345 CHF | 100.00% | 100.00% |
19/04/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 30,500 | 30,500 | 30,500 | 30,500 | 289,061 CHF | 289,671 CHF | 99.99% | 99.99% |
18/04/2024 | 0.19% | 10.72 CHF | 10.74 CHF | 26,400 | 26,400 | 26,400 | 26,400 | 280,857 CHF | 281,385 CHF | 99.99% | 99.99% |
17/04/2024 | 0.19% | 10.46 CHF | 10.48 CHF | 26,800 | 26,800 | 26,748 | 26,748 | 286,793 CHF | 287,329 CHF | 99.99% | 99.99% |
16/04/2024 | 0.17% | 11.38 CHF | 11.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 287,325 CHF | 287,825 CHF | 99.85% | 99.85% |
15/04/2024 | 0.22% | 12.86 CHF | 12.88 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 296,501 CHF | 297,156 CHF | 99.82% | 99.82% |
12/04/2024 | 0.15% | 12.52 CHF | 12.54 CHF | 21,700 | 21,700 | 21,700 | 21,700 | 287,133 CHF | 287,567 CHF | 100.00% | 100.00% |
11/04/2024 | 0.15% | 13.06 CHF | 13.08 CHF | 21,900 | 21,900 | 21,898 | 21,898 | 290,087 CHF | 290,525 CHF | 100.00% | 100.00% |