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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.43% | 11.55 CHF | 11.60 CHF | 70,000 | 70,000 | 69,726 | 69,726 | 806,850 CHF | 810,338 CHF | 98.21% | 98.21% |
02/05/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 70,000 | 70,000 | 69,557 | 69,557 | 779,479 CHF | 782,959 CHF | 99.45% | 99.45% |
30/04/2024 | 0.44% | 11.30 CHF | 11.35 CHF | 70,000 | 70,000 | 69,637 | 69,637 | 797,584 CHF | 801,068 CHF | 99.23% | 99.23% |
29/04/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 70,000 | 70,000 | 69,332 | 69,332 | 793,996 CHF | 797,467 CHF | 99.63% | 99.63% |
26/04/2024 | 0.44% | 11.35 CHF | 11.40 CHF | 70,000 | 70,000 | 69,484 | 69,484 | 787,114 CHF | 790,592 CHF | 99.55% | 99.55% |
25/04/2024 | 0.44% | 11.05 CHF | 11.10 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 795,977 CHF | 799,477 CHF | 98.39% | 98.39% |
24/04/2024 | 0.43% | 11.55 CHF | 11.60 CHF | 70,000 | 70,000 | 69,691 | 69,691 | 812,711 CHF | 816,197 CHF | 99.06% | 99.06% |
23/04/2024 | 0.44% | 11.60 CHF | 11.65 CHF | 70,000 | 70,000 | 69,638 | 69,638 | 799,885 CHF | 803,369 CHF | 98.60% | 98.60% |
22/04/2024 | 0.44% | 11.20 CHF | 11.25 CHF | 70,000 | 70,000 | 69,518 | 69,518 | 786,679 CHF | 790,157 CHF | 99.42% | 99.42% |
19/04/2024 | 0.46% | 11.15 CHF | 11.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 765,310 CHF | 768,810 CHF | 98.52% | 98.52% |