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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 70,000 | 70,000 | 69,532 | 69,532 | 877,307 CHF | 880,786 CHF | 99.70% | 99.70% |
21/05/2024 | 0.40% | 12.60 CHF | 12.65 CHF | 70,000 | 70,000 | 69,440 | 69,440 | 871,922 CHF | 875,397 CHF | 99.84% | 99.84% |
17/05/2024 | 0.40% | 12.60 CHF | 12.65 CHF | 70,000 | 70,000 | 69,492 | 69,492 | 876,066 CHF | 879,543 CHF | 99.77% | 99.77% |
16/05/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 70,000 | 70,000 | 69,640 | 69,640 | 876,048 CHF | 879,532 CHF | 99.53% | 99.53% |
15/05/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 70,000 | 70,000 | 69,396 | 69,396 | 854,223 CHF | 857,696 CHF | 99.92% | 99.92% |
14/05/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 70,000 | 70,000 | 69,741 | 69,741 | 851,237 CHF | 854,725 CHF | 99.31% | 99.31% |
13/05/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 70,000 | 70,000 | 69,344 | 69,341 | 852,325 CHF | 855,762 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 70,000 | 70,000 | 69,526 | 69,526 | 852,057 CHF | 855,536 CHF | 99.00% | 99.00% |
08/05/2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70,000 | 70,000 | 69,610 | 69,610 | 816,178 CHF | 819,661 CHF | 99.58% | 99.58% |
07/05/2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70,000 | 70,000 | 69,278 | 69,277 | 812,420 CHF | 815,871 CHF | 99.78% | 99.78% |