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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.93% | 14.65 CHF | 14.70 CHF | 11,200 | 11,200 | 7,520 | 7,520 | 109,126 CHF | 110,049 CHF | 99.97% | 99.97% |
10/05/2024 | 0.89% | 15.00 CHF | 15.05 CHF | 11,100 | 11,100 | 7,380 | 7,380 | 111,597 CHF | 112,503 CHF | 99.65% | 99.65% |
08/05/2024 | 0.88% | 15.40 CHF | 15.45 CHF | 10,900 | 10,900 | 7,295 | 7,295 | 112,349 CHF | 113,245 CHF | 99.95% | 99.95% |
07/05/2024 | 0.90% | 15.55 CHF | 15.60 CHF | 10,900 | 10,900 | 7,353 | 7,353 | 111,426 CHF | 112,331 CHF | 100.00% | 100.00% |
06/05/2024 | 0.91% | 14.80 CHF | 14.85 CHF | 11,100 | 11,100 | 7,442 | 7,442 | 110,268 CHF | 111,179 CHF | 98.67% | 98.67% |
03/05/2024 | 0.92% | 14.40 CHF | 14.45 CHF | 11,300 | 11,300 | 7,436 | 7,436 | 109,617 CHF | 110,532 CHF | 97.94% | 97.94% |
02/05/2024 | 0.93% | 14.65 CHF | 14.70 CHF | 11,200 | 11,200 | 7,458 | 7,458 | 108,789 CHF | 109,709 CHF | 99.56% | 99.56% |
30/04/2024 | 0.92% | 14.75 CHF | 14.80 CHF | 11,100 | 11,100 | 7,414 | 7,414 | 110,019 CHF | 110,932 CHF | 99.76% | 99.76% |
29/04/2024 | 0.87% | 15.05 CHF | 15.10 CHF | 11,000 | 11,000 | 7,272 | 7,272 | 112,332 CHF | 113,224 CHF | 99.44% | 99.44% |
26/04/2024 | 1.88% | 15.75 CHF | 15.80 CHF | 10,800 | 10,800 | 7,135 | 7,135 | 114,476 CHF | 116,388 CHF | 99.86% | 99.86% |