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 | 0.39% | 13.05 CHF | 13.10 CHF | 50,000 | 50,000 | 49,726 | 49,726 | 645,831 CHF | 648,319 CHF | 99.36% | 99.36% |
30/04/2024 | 0.38% | 13.10 CHF | 13.15 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 655,486 CHF | 657,966 CHF | 99.73% | 99.73% |
29/04/2024 | 0.38% | 13.20 CHF | 13.25 CHF | 50,000 | 50,000 | 49,436 | 49,436 | 654,072 CHF | 656,547 CHF | 99.41% | 99.41% |
26/04/2024 | 0.38% | 13.15 CHF | 13.20 CHF | 50,000 | 50,000 | 49,880 | 49,880 | 654,261 CHF | 656,755 CHF | 99.21% | 99.21% |
25/04/2024 | 0.38% | 12.80 CHF | 12.85 CHF | 50,000 | 50,000 | 49,430 | 49,430 | 650,210 CHF | 652,685 CHF | 98.89% | 98.89% |
24/04/2024 | 0.38% | 13.35 CHF | 13.40 CHF | 50,000 | 50,000 | 49,398 | 49,398 | 664,046 CHF | 666,519 CHF | 99.69% | 99.69% |
23/04/2024 | 0.38% | 13.40 CHF | 13.45 CHF | 50,000 | 50,000 | 49,509 | 49,509 | 656,591 CHF | 659,069 CHF | 99.15% | 99.15% |
22/04/2024 | 0.39% | 13.00 CHF | 13.05 CHF | 50,000 | 50,000 | 49,406 | 49,406 | 646,812 CHF | 649,285 CHF | 98.85% | 98.85% |
19/04/2024 | 0.40% | 12.90 CHF | 12.95 CHF | 50,000 | 50,000 | 49,511 | 49,511 | 628,961 CHF | 631,439 CHF | 99.74% | 99.74% |
18/04/2024 | 0.39% | 13.05 CHF | 13.10 CHF | 50,000 | 50,000 | 49,485 | 49,485 | 634,766 CHF | 637,243 CHF | 99.37% | 99.37% |