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 | 0.24% | 8.58 CHF | 8.60 CHF | 20,126 | 20,126 | 20,113 | 20,113 | 168,469 CHF | 168,872 CHF | 99.66% | 99.66% |
30/04/2024 | 0.24% | 8.46 CHF | 8.48 CHF | 20,250 | 20,250 | 19,979 | 19,979 | 171,552 CHF | 171,952 CHF | 99.77% | 99.77% |
29/04/2024 | 0.22% | 9.10 CHF | 9.12 CHF | 19,737 | 19,737 | 19,432 | 19,432 | 179,663 CHF | 180,052 CHF | 99.06% | 99.06% |
26/04/2024 | 0.21% | 9.20 CHF | 9.22 CHF | 19,623 | 19,623 | 19,269 | 19,269 | 183,145 CHF | 183,530 CHF | 99.67% | 99.67% |
25/04/2024 | 0.22% | 9.33 CHF | 9.35 CHF | 19,582 | 19,582 | 19,443 | 19,443 | 181,438 CHF | 181,827 CHF | 98.56% | 98.56% |
24/04/2024 | 0.22% | 9.28 CHF | 9.30 CHF | 19,572 | 19,572 | 19,469 | 19,469 | 178,870 CHF | 179,260 CHF | 99.98% | 99.98% |
23/04/2024 | 0.23% | 9.14 CHF | 9.16 CHF | 19,685 | 19,685 | 19,611 | 19,611 | 175,506 CHF | 175,899 CHF | 99.20% | 99.20% |
22/04/2024 | 0.21% | 9.26 CHF | 9.28 CHF | 19,505 | 19,505 | 19,102 | 19,102 | 182,362 CHF | 182,744 CHF | 100.00% | 100.00% |
19/04/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 18,656 | 18,656 | 18,638 | 18,638 | 189,473 CHF | 190,403 CHF | 99.88% | 99.88% |
18/04/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 18,772 | 18,772 | 18,589 | 18,589 | 191,089 CHF | 192,019 CHF | 99.58% | 99.58% |