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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 101,500 | 101,500 | 106,111 | 106,111 | 968,689 CHF | 969,750 CHF | 99.27% | 99.27% |
25/04/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 106,700 | 106,700 | 106,256 | 106,256 | 928,329 CHF | 929,391 CHF | 99.58% | 99.58% |
23/04/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 104,300 | 104,300 | 102,880 | 102,880 | 854,747 CHF | 855,775 CHF | 99.34% | 99.34% |
22/04/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 102,700 | 102,700 | 93,760 | 93,760 | 873,362 CHF | 874,300 CHF | 100.00% | 100.00% |
19/04/2024 | 0.10% | 10.44 CHF | 10.45 CHF | 92,600 | 92,600 | 92,069 | 92,069 | 934,694 CHF | 935,615 CHF | 99.99% | 99.99% |
18/04/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 92,000 | 92,000 | 90,579 | 90,579 | 916,582 CHF | 917,488 CHF | 99.70% | 99.70% |
17/04/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 90,400 | 90,400 | 93,785 | 93,785 | 969,146 CHF | 970,086 CHF | 99.97% | 99.97% |
16/04/2024 | 0.10% | 10.29 CHF | 10.30 CHF | 94,400 | 94,400 | 98,608 | 98,608 | 982,577 CHF | 983,563 CHF | 99.97% | 99.97% |
15/04/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 99,200 | 99,200 | 88,345 | 88,345 | 838,799 CHF | 839,683 CHF | 99.37% | 99.37% |
12/04/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 86,900 | 86,900 | 95,744 | 95,744 | 1,037,000 CHF | 1,037,960 CHF | 99.99% | 99.99% |