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 | 0.28% | 10.91 CHF | 10.94 CHF | 90,300 | 90,300 | 90,300 | 90,300 | 980,031 CHF | 982,740 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 11.11 CHF | 11.14 CHF | 86,800 | 86,800 | 86,800 | 86,800 | 991,379 CHF | 993,983 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 10.91 CHF | 10.94 CHF | 89,000 | 89,000 | 88,990 | 88,990 | 930,001 CHF | 932,671 CHF | 99.63% | 99.63% |
07/05/2024 | 0.28% | 10.73 CHF | 10.76 CHF | 88,500 | 88,500 | 88,451 | 88,451 | 957,967 CHF | 960,622 CHF | 100.00% | 100.00% |
06/05/2024 | 0.27% | 10.99 CHF | 11.02 CHF | 89,700 | 89,700 | 89,700 | 89,700 | 992,302 CHF | 994,993 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 10.95 CHF | 10.98 CHF | 87,400 | 87,400 | 87,400 | 87,400 | 978,122 CHF | 980,744 CHF | 99.91% | 99.91% |
02/05/2024 | 0.26% | 10.94 CHF | 10.97 CHF | 88,100 | 88,100 | 88,100 | 88,100 | 1,000,080 CHF | 1,002,720 CHF | 99.92% | 99.92% |
30/04/2024 | 0.23% | 12.87 CHF | 12.90 CHF | 76,600 | 76,600 | 76,560 | 76,560 | 1,016,970 CHF | 1,019,270 CHF | 99.98% | 99.98% |
29/04/2024 | 0.29% | 13.31 CHF | 13.35 CHF | 74,000 | 74,000 | 73,992 | 73,992 | 1,010,640 CHF | 1,013,600 CHF | 100.00% | 100.00% |
26/04/2024 | 0.29% | 13.81 CHF | 13.85 CHF | 75,100 | 75,100 | 75,100 | 75,100 | 1,045,990 CHF | 1,048,990 CHF | 99.49% | 99.49% |