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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.47% | 10.95 CHF | 11.00 CHF | 20,139 | 20,139 | 20,113 | 20,113 | 215,895 CHF | 216,902 CHF | 99.89% | 99.89% |
30/04/2024 | 0.46% | 10.85 CHF | 10.90 CHF | 20,250 | 20,250 | 19,969 | 19,969 | 218,565 CHF | 219,564 CHF | 99.78% | 99.78% |
29/04/2024 | 0.43% | 11.45 CHF | 11.50 CHF | 19,739 | 19,739 | 19,435 | 19,435 | 225,456 CHF | 226,429 CHF | 100.00% | 100.00% |
26/04/2024 | 0.42% | 11.55 CHF | 11.60 CHF | 19,631 | 19,631 | 19,301 | 19,301 | 228,908 CHF | 229,874 CHF | 99.64% | 99.64% |
25/04/2024 | 0.43% | 11.70 CHF | 11.75 CHF | 19,554 | 19,554 | 19,436 | 19,436 | 227,194 CHF | 228,166 CHF | 99.38% | 99.38% |
24/04/2024 | 0.44% | 11.65 CHF | 11.70 CHF | 19,564 | 19,564 | 19,470 | 19,470 | 224,804 CHF | 225,778 CHF | 99.98% | 99.98% |
23/04/2024 | 0.45% | 11.50 CHF | 11.55 CHF | 19,680 | 19,680 | 19,612 | 19,612 | 221,620 CHF | 222,602 CHF | 99.50% | 99.50% |
22/04/2024 | 0.42% | 11.60 CHF | 11.65 CHF | 19,500 | 19,500 | 19,101 | 19,101 | 227,200 CHF | 228,156 CHF | 100.00% | 100.00% |
19/04/2024 | 0.40% | 12.75 CHF | 12.80 CHF | 18,656 | 18,656 | 18,636 | 18,636 | 233,360 CHF | 234,293 CHF | 99.28% | 99.28% |
18/04/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 18,749 | 18,749 | 18,590 | 18,590 | 234,917 CHF | 235,847 CHF | 99.64% | 99.64% |