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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.49% | 10.15 CHF | 10.20 CHF | 19,558 | 19,558 | 19,417 | 19,417 | 196,925 CHF | 197,876 CHF | 99.53% | 99.53% |
24/04/2024 | 0.41% | 10.10 CHF | 10.15 CHF | 19,564 | 19,564 | 19,469 | 19,469 | 194,704 CHF | 195,495 CHF | 99.96% | 99.96% |
23/04/2024 | 0.33% | 9.96 CHF | 9.99 CHF | 19,683 | 19,683 | 19,612 | 19,612 | 191,524 CHF | 192,156 CHF | 99.52% | 99.52% |
22/04/2024 | 0.49% | 10.05 CHF | 10.10 CHF | 19,500 | 19,500 | 19,101 | 19,100 | 197,751 CHF | 198,688 CHF | 99.95% | 99.95% |
19/04/2024 | 0.46% | 11.20 CHF | 11.25 CHF | 18,662 | 18,662 | 18,637 | 18,637 | 204,737 CHF | 205,670 CHF | 99.94% | 99.94% |
18/04/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 18,752 | 18,752 | 18,590 | 18,590 | 206,379 CHF | 207,310 CHF | 99.46% | 99.46% |
17/04/2024 | 0.46% | 11.30 CHF | 11.35 CHF | 18,591 | 18,591 | 18,305 | 18,305 | 204,911 CHF | 205,828 CHF | 98.12% | 98.12% |
16/04/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 18,822 | 18,822 | 18,415 | 18,415 | 203,090 CHF | 204,013 CHF | 96.36% | 96.36% |
15/04/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 18,681 | 18,681 | 18,453 | 18,453 | 205,645 CHF | 206,569 CHF | 99.19% | 99.19% |
12/04/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 18,099 | 18,099 | 17,912 | 17,912 | 212,106 CHF | 213,004 CHF | 99.09% | 99.09% |