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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.31% | 9.44 CHF | 9.47 CHF | 19,623 | 19,623 | 19,279 | 19,279 | 187,821 CHF | 188,400 CHF | 99.40% | 99.40% |
25/04/2024 | 0.32% | 9.57 CHF | 9.60 CHF | 19,578 | 19,578 | 19,414 | 19,414 | 185,699 CHF | 186,282 CHF | 99.27% | 99.27% |
24/04/2024 | 0.32% | 9.51 CHF | 9.54 CHF | 19,574 | 19,574 | 19,469 | 19,469 | 183,413 CHF | 183,998 CHF | 99.95% | 99.95% |
23/04/2024 | 0.33% | 9.38 CHF | 9.41 CHF | 19,680 | 19,680 | 19,611 | 19,611 | 180,065 CHF | 180,654 CHF | 99.19% | 99.19% |
22/04/2024 | 0.32% | 9.49 CHF | 9.52 CHF | 19,505 | 19,505 | 19,102 | 19,102 | 186,731 CHF | 187,319 CHF | 99.97% | 99.97% |
19/04/2024 | 0.48% | 10.65 CHF | 10.70 CHF | 18,656 | 18,656 | 18,637 | 18,637 | 193,956 CHF | 194,888 CHF | 99.98% | 99.98% |
18/04/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18,762 | 18,762 | 18,593 | 18,593 | 195,565 CHF | 196,496 CHF | 100.00% | 100.00% |
17/04/2024 | 0.48% | 10.70 CHF | 10.75 CHF | 18,593 | 18,593 | 18,303 | 18,303 | 194,156 CHF | 195,073 CHF | 97.40% | 97.40% |
16/04/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 18,802 | 18,802 | 18,411 | 18,411 | 192,257 CHF | 193,180 CHF | 95.82% | 95.82% |
15/04/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 18,681 | 18,681 | 18,462 | 18,462 | 194,904 CHF | 195,828 CHF | 99.36% | 99.36% |