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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.12% | 17.22 CHF | 17.24 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 550,576 CHF | 551,228 CHF | 99.75% | 99.75% |
10/05/2024 | 0.12% | 16.57 CHF | 16.59 CHF | 66,000 | 66,000 | 31,599 | 31,599 | 538,012 CHF | 538,645 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 17.43 CHF | 17.45 CHF | 64,000 | 64,000 | 31,467 | 31,467 | 547,819 CHF | 548,450 CHF | 96.43% | 96.43% |
07/05/2024 | 0.11% | 18.21 CHF | 18.23 CHF | 62,000 | 62,000 | 30,509 | 30,509 | 558,263 CHF | 558,875 CHF | 97.62% | 97.62% |
06/05/2024 | 0.11% | 18.49 CHF | 18.51 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 571,485 CHF | 572,099 CHF | 98.41% | 98.41% |
03/05/2024 | 0.11% | 17.95 CHF | 17.97 CHF | 62,000 | 62,000 | 30,565 | 30,565 | 557,635 CHF | 558,248 CHF | 99.81% | 99.81% |
02/05/2024 | 0.11% | 18.22 CHF | 18.24 CHF | 61,000 | 61,000 | 30,049 | 30,049 | 554,785 CHF | 555,387 CHF | 99.95% | 99.95% |
30/04/2024 | 0.10% | 18.91 CHF | 18.93 CHF | 60,000 | 60,000 | 29,489 | 29,489 | 575,335 CHF | 575,926 CHF | 96.80% | 96.80% |
29/04/2024 | 0.11% | 19.73 CHF | 19.75 CHF | 58,000 | 58,000 | 31,491 | 31,491 | 598,983 CHF | 599,614 CHF | 83.74% | 83.74% |
26/04/2024 | 0.12% | 17.02 CHF | 17.04 CHF | 64,000 | 64,000 | 32,097 | 32,097 | 544,381 CHF | 545,026 CHF | 99.43% | 99.43% |