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 | 0.41% | 12.45 CHF | 12.50 CHF | 50,000 | 50,000 | 49,685 | 49,685 | 615,924 CHF | 618,410 CHF | 99.68% | 99.68% |
30/04/2024 | 0.40% | 12.50 CHF | 12.55 CHF | 50,000 | 50,000 | 49,778 | 49,778 | 629,224 CHF | 631,714 CHF | 99.50% | 99.50% |
29/04/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 50,000 | 50,000 | 49,435 | 49,435 | 624,679 CHF | 627,154 CHF | 99.61% | 99.61% |
26/04/2024 | 0.40% | 12.55 CHF | 12.60 CHF | 50,000 | 50,000 | 49,625 | 49,625 | 621,345 CHF | 623,828 CHF | 99.80% | 99.80% |
25/04/2024 | 0.40% | 12.25 CHF | 12.30 CHF | 50,000 | 50,000 | 49,418 | 49,418 | 620,709 CHF | 623,183 CHF | 99.65% | 99.65% |
24/04/2024 | 0.39% | 12.75 CHF | 12.80 CHF | 50,000 | 50,000 | 49,455 | 49,455 | 635,463 CHF | 637,938 CHF | 99.77% | 99.77% |
23/04/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 627,191 CHF | 629,668 CHF | 96.29% | 96.29% |
22/04/2024 | 0.40% | 12.40 CHF | 12.45 CHF | 50,000 | 50,000 | 49,512 | 49,512 | 618,990 CHF | 621,468 CHF | 99.05% | 99.05% |
19/04/2024 | 0.42% | 12.30 CHF | 12.35 CHF | 50,000 | 50,000 | 49,504 | 49,504 | 599,696 CHF | 602,174 CHF | 99.80% | 99.80% |
18/04/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 50,000 | 50,000 | 49,474 | 49,474 | 605,564 CHF | 608,041 CHF | 99.44% | 99.44% |