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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.38% | 13.35 CHF | 13.40 CHF | 60,000 | 60,000 | 59,749 | 59,749 | 798,512 CHF | 801,501 CHF | 97.95% | 97.95% |
03/05/2024 | 0.38% | 13.15 CHF | 13.20 CHF | 60,000 | 60,000 | 59,767 | 59,767 | 788,430 CHF | 791,419 CHF | 97.97% | 97.97% |
02/05/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 60,000 | 60,000 | 59,619 | 59,619 | 765,006 CHF | 767,989 CHF | 99.54% | 99.54% |
30/04/2024 | 0.38% | 12.95 CHF | 13.00 CHF | 60,000 | 60,000 | 59,746 | 59,643 | 781,289 CHF | 782,909 CHF | 99.55% | 99.55% |
29/04/2024 | 0.39% | 13.05 CHF | 13.10 CHF | 60,000 | 60,000 | 59,431 | 59,431 | 777,120 CHF | 780,094 CHF | 99.61% | 99.61% |
26/04/2024 | 0.39% | 13.00 CHF | 13.05 CHF | 60,000 | 60,000 | 59,592 | 59,592 | 772,494 CHF | 775,476 CHF | 99.66% | 99.66% |
25/04/2024 | 0.39% | 12.65 CHF | 12.70 CHF | 60,000 | 60,000 | 59,313 | 59,309 | 770,934 CHF | 773,861 CHF | 99.33% | 99.33% |
24/04/2024 | 0.38% | 13.20 CHF | 13.25 CHF | 60,000 | 60,000 | 59,394 | 59,392 | 789,250 CHF | 792,194 CHF | 99.70% | 99.70% |
23/04/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 60,000 | 60,000 | 59,689 | 59,689 | 782,282 CHF | 785,268 CHF | 98.89% | 98.89% |
22/04/2024 | 0.39% | 12.85 CHF | 12.90 CHF | 60,000 | 60,000 | 59,450 | 59,450 | 769,142 CHF | 772,118 CHF | 98.71% | 98.71% |