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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.08% | 13.06 CHF | 13.07 CHF | 66,000 | 66,000 | 29,731 | 29,731 | 376,490 CHF | 376,788 CHF | 99.82% | 99.82% |
15/05/2024 | 0.09% | 12.29 CHF | 12.30 CHF | 70,000 | 70,000 | 30,696 | 30,696 | 369,597 CHF | 369,905 CHF | 99.96% | 99.96% |
14/05/2024 | 0.09% | 11.78 CHF | 11.79 CHF | 72,000 | 72,000 | 32,247 | 32,247 | 376,033 CHF | 376,356 CHF | 99.93% | 99.93% |
13/05/2024 | 0.09% | 11.88 CHF | 11.89 CHF | 72,000 | 72,000 | 31,565 | 31,565 | 372,365 CHF | 372,681 CHF | 99.99% | 99.99% |
10/05/2024 | 0.09% | 11.75 CHF | 11.76 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 374,204 CHF | 374,519 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.90 CHF | 11.91 CHF | 72,000 | 72,000 | 30,946 | 30,946 | 370,869 CHF | 371,179 CHF | 99.04% | 99.04% |
07/05/2024 | 0.08% | 12.22 CHF | 12.23 CHF | 70,000 | 70,000 | 30,633 | 30,633 | 370,527 CHF | 370,834 CHF | 99.54% | 99.54% |
06/05/2024 | 0.09% | 12.07 CHF | 12.08 CHF | 71,000 | 71,000 | 30,778 | 30,778 | 368,093 CHF | 368,401 CHF | 99.76% | 99.76% |
03/05/2024 | 0.09% | 11.36 CHF | 11.37 CHF | 75,000 | 75,000 | 32,716 | 32,716 | 371,296 CHF | 371,624 CHF | 99.68% | 99.68% |
02/05/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 76,000 | 76,000 | 32,573 | 32,573 | 364,340 CHF | 364,666 CHF | 99.73% | 99.73% |