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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.21% | 13.90 CHF | 13.93 CHF | 11,500 | 11,500 | 11,482 | 11,482 | 161,311 CHF | 161,656 CHF | 99.06% | 99.06% |
07/05/2024 | 0.22% | 13.79 CHF | 13.82 CHF | 11,800 | 11,800 | 11,749 | 11,749 | 158,384 CHF | 158,737 CHF | 97.81% | 97.81% |
06/05/2024 | 0.22% | 13.55 CHF | 13.58 CHF | 12,000 | 12,000 | 11,951 | 11,951 | 163,218 CHF | 163,576 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 13.18 CHF | 13.21 CHF | 12,300 | 12,300 | 12,249 | 12,249 | 161,538 CHF | 161,906 CHF | 99.74% | 99.74% |
02/05/2024 | 0.23% | 13.06 CHF | 13.09 CHF | 12,700 | 12,700 | 12,650 | 12,650 | 163,703 CHF | 164,083 CHF | 100.00% | 100.00% |
30/04/2024 | 0.24% | 12.55 CHF | 12.58 CHF | 13,200 | 13,200 | 13,136 | 13,136 | 162,752 CHF | 163,146 CHF | 99.98% | 99.98% |
29/04/2024 | 0.24% | 12.29 CHF | 12.32 CHF | 12,900 | 12,900 | 12,845 | 12,845 | 160,784 CHF | 161,169 CHF | 100.00% | 100.00% |
26/04/2024 | 0.25% | 12.47 CHF | 12.50 CHF | 13,300 | 13,300 | 13,245 | 13,245 | 161,820 CHF | 162,217 CHF | 99.58% | 99.58% |
25/04/2024 | 0.25% | 11.93 CHF | 11.96 CHF | 13,400 | 13,400 | 13,345 | 13,345 | 160,111 CHF | 160,511 CHF | 99.98% | 99.98% |
23/04/2024 | 0.26% | 11.59 CHF | 11.62 CHF | 14,400 | 14,400 | 14,335 | 14,335 | 165,691 CHF | 166,121 CHF | 100.00% | 100.00% |