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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.41% | 12.05 CHF | 12.10 CHF | 19,739 | 19,739 | 19,436 | 19,436 | 237,042 CHF | 238,015 CHF | 100.00% | 100.00% |
26/04/2024 | 0.40% | 12.15 CHF | 12.20 CHF | 19,631 | 19,631 | 19,303 | 19,303 | 240,502 CHF | 241,468 CHF | 99.78% | 99.78% |
25/04/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 19,553 | 19,553 | 19,438 | 19,438 | 238,789 CHF | 239,762 CHF | 98.80% | 98.80% |
24/04/2024 | 0.42% | 12.25 CHF | 12.30 CHF | 19,564 | 19,564 | 19,470 | 19,470 | 236,401 CHF | 237,375 CHF | 99.99% | 99.99% |
23/04/2024 | 0.42% | 12.10 CHF | 12.15 CHF | 19,680 | 19,680 | 19,612 | 19,612 | 233,293 CHF | 234,274 CHF | 99.69% | 99.69% |
22/04/2024 | 0.40% | 12.20 CHF | 12.25 CHF | 19,500 | 19,500 | 19,102 | 19,102 | 238,560 CHF | 239,516 CHF | 100.00% | 100.00% |
19/04/2024 | 0.38% | 13.35 CHF | 13.40 CHF | 18,656 | 18,656 | 18,637 | 18,637 | 244,494 CHF | 245,427 CHF | 99.92% | 99.92% |
18/04/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 18,776 | 18,776 | 18,588 | 18,588 | 245,939 CHF | 246,869 CHF | 99.03% | 99.03% |
17/04/2024 | 0.38% | 13.45 CHF | 13.50 CHF | 18,591 | 18,591 | 18,304 | 18,304 | 244,001 CHF | 244,918 CHF | 98.88% | 98.88% |
16/04/2024 | 0.39% | 13.10 CHF | 13.15 CHF | 18,814 | 18,814 | 18,416 | 18,416 | 242,445 CHF | 243,368 CHF | 96.81% | 96.81% |