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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 19,776 | 19,776 | 19,639 | 19,639 | 200,281 CHF | 201,264 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 9.45 CHF | 9.47 CHF | 20,455 | 20,455 | 20,224 | 20,224 | 194,328 CHF | 194,733 CHF | 96.77% | 96.77% |
02/05/2024 | 0.21% | 9.77 CHF | 9.79 CHF | 20,126 | 20,126 | 20,113 | 20,113 | 192,362 CHF | 192,765 CHF | 99.51% | 99.51% |
30/04/2024 | 0.21% | 9.66 CHF | 9.68 CHF | 20,250 | 20,250 | 19,986 | 19,986 | 195,397 CHF | 195,797 CHF | 99.49% | 99.49% |
29/04/2024 | 0.48% | 10.25 CHF | 10.30 CHF | 19,739 | 19,739 | 19,437 | 19,437 | 202,467 CHF | 203,440 CHF | 99.98% | 99.98% |
26/04/2024 | 0.47% | 10.40 CHF | 10.45 CHF | 19,623 | 19,623 | 19,317 | 19,317 | 206,329 CHF | 207,295 CHF | 99.03% | 99.03% |
25/04/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 19,567 | 19,567 | 19,408 | 19,408 | 203,880 CHF | 204,851 CHF | 99.82% | 99.82% |
24/04/2024 | 0.49% | 10.45 CHF | 10.50 CHF | 19,560 | 19,560 | 19,470 | 19,470 | 201,735 CHF | 202,709 CHF | 99.99% | 99.99% |
23/04/2024 | 0.45% | 10.30 CHF | 10.35 CHF | 19,680 | 19,680 | 19,613 | 19,613 | 198,498 CHF | 199,393 CHF | 99.55% | 99.55% |
22/04/2024 | 0.47% | 10.45 CHF | 10.50 CHF | 19,500 | 19,500 | 19,102 | 19,102 | 204,682 CHF | 205,639 CHF | 100.00% | 100.00% |