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 | 0.08% | 12.67 CHF | 12.68 CHF | 96,800 | 96,800 | 96,800 | 96,800 | 1,218,500 CHF | 1,219,460 CHF | 99.77% | 99.77% |
07/05/2024 | 0.08% | 12.25 CHF | 12.26 CHF | 104,600 | 104,600 | 104,580 | 104,580 | 1,244,460 CHF | 1,245,510 CHF | 96.09% | 96.09% |
06/05/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 1,196,720 CHF | 1,197,790 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 1,181,040 CHF | 1,182,140 CHF | 99.88% | 99.88% |
02/05/2024 | 0.09% | 10.38 CHF | 10.39 CHF | 107,400 | 107,400 | 107,400 | 107,400 | 1,142,960 CHF | 1,144,030 CHF | 99.55% | 99.55% |
30/04/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 104,700 | 104,700 | 104,647 | 104,647 | 1,148,780 CHF | 1,149,820 CHF | 99.97% | 99.97% |
29/04/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 104,100 | 104,100 | 104,100 | 104,100 | 1,177,410 CHF | 1,178,450 CHF | 99.59% | 99.59% |
26/04/2024 | 0.09% | 11.21 CHF | 11.22 CHF | 107,900 | 107,900 | 107,900 | 107,900 | 1,188,700 CHF | 1,189,780 CHF | 98.82% | 98.82% |
25/04/2024 | 0.09% | 10.70 CHF | 10.71 CHF | 102,600 | 102,600 | 102,595 | 102,595 | 1,106,600 CHF | 1,107,620 CHF | 99.98% | 99.98% |
24/04/2024 | 0.09% | 11.40 CHF | 11.41 CHF | 98,100 | 98,100 | 98,100 | 98,100 | 1,150,280 CHF | 1,151,270 CHF | 100.00% | 100.00% |