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 | 0.19% | 10.85 CHF | 10.87 CHF | 32,600 | 32,600 | 31,403 | 31,403 | 338,168 CHF | 338,796 CHF | 99.98% | 99.98% |
30/04/2024 | 0.18% | 11.26 CHF | 11.28 CHF | 32,400 | 32,400 | 32,444 | 32,444 | 352,347 CHF | 352,996 CHF | 99.76% | 99.76% |
29/04/2024 | 0.19% | 10.62 CHF | 10.64 CHF | 32,500 | 32,500 | 32,560 | 32,560 | 349,520 CHF | 350,171 CHF | 99.82% | 99.82% |
26/04/2024 | 0.19% | 11.01 CHF | 11.03 CHF | 32,600 | 32,600 | 32,419 | 32,419 | 348,860 CHF | 349,508 CHF | 99.19% | 99.19% |
25/04/2024 | 0.18% | 10.87 CHF | 10.89 CHF | 32,300 | 32,300 | 32,180 | 32,180 | 349,913 CHF | 350,557 CHF | 99.88% | 99.88% |
24/04/2024 | 0.18% | 10.91 CHF | 10.93 CHF | 32,100 | 32,100 | 32,577 | 32,577 | 354,963 CHF | 355,614 CHF | 99.52% | 99.52% |
23/04/2024 | 0.19% | 10.60 CHF | 10.62 CHF | 32,900 | 32,900 | 32,837 | 32,837 | 349,293 CHF | 349,950 CHF | 99.15% | 99.15% |
22/04/2024 | 0.19% | 10.68 CHF | 10.70 CHF | 32,800 | 32,800 | 33,213 | 33,213 | 353,139 CHF | 353,803 CHF | 99.55% | 99.55% |
19/04/2024 | 0.19% | 10.39 CHF | 10.41 CHF | 33,500 | 33,500 | 33,560 | 33,560 | 347,352 CHF | 348,023 CHF | 100.00% | 100.00% |
18/04/2024 | 0.19% | 10.64 CHF | 10.66 CHF | 33,700 | 33,700 | 33,339 | 33,339 | 347,992 CHF | 348,659 CHF | 99.96% | 99.96% |