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 | 0.39% | 12.75 CHF | 12.80 CHF | 19,631 | 19,631 | 19,263 | 19,263 | 251,467 CHF | 252,431 CHF | 99.92% | 99.92% |
25/04/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 19,567 | 19,567 | 19,405 | 19,405 | 249,943 CHF | 250,914 CHF | 98.66% | 98.66% |
24/04/2024 | 0.40% | 12.85 CHF | 12.90 CHF | 19,564 | 19,564 | 19,469 | 19,469 | 247,947 CHF | 248,922 CHF | 99.99% | 99.99% |
23/04/2024 | 0.40% | 12.70 CHF | 12.75 CHF | 19,680 | 19,680 | 19,612 | 19,612 | 244,924 CHF | 245,905 CHF | 99.51% | 99.51% |
22/04/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 19,500 | 19,500 | 19,103 | 19,103 | 249,946 CHF | 250,902 CHF | 100.00% | 100.00% |
19/04/2024 | 0.37% | 13.95 CHF | 14.00 CHF | 18,656 | 18,656 | 18,636 | 18,636 | 255,486 CHF | 256,419 CHF | 99.97% | 99.97% |
18/04/2024 | 0.36% | 13.80 CHF | 13.85 CHF | 18,772 | 18,772 | 18,590 | 18,590 | 256,963 CHF | 257,893 CHF | 99.77% | 99.77% |
17/04/2024 | 0.37% | 14.05 CHF | 14.10 CHF | 18,591 | 18,591 | 18,308 | 18,308 | 254,920 CHF | 255,838 CHF | 99.41% | 99.41% |
16/04/2024 | 0.37% | 13.70 CHF | 13.75 CHF | 18,809 | 18,809 | 18,412 | 18,412 | 253,335 CHF | 254,258 CHF | 95.78% | 95.78% |
15/04/2024 | 0.37% | 13.90 CHF | 13.95 CHF | 18,679 | 18,679 | 18,450 | 18,450 | 255,984 CHF | 256,908 CHF | 99.55% | 99.55% |