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 | 0.16% | 12.83 CHF | 12.85 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 407,733 CHF | 408,386 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 12.18 CHF | 12.20 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 399,399 CHF | 400,033 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 13.04 CHF | 13.06 CHF | 64,000 | 64,000 | 31,465 | 31,465 | 409,637 CHF | 410,268 CHF | 96.42% | 96.42% |
07/05/2024 | 0.15% | 13.83 CHF | 13.85 CHF | 62,000 | 62,000 | 30,514 | 30,514 | 424,648 CHF | 425,260 CHF | 97.59% | 97.59% |
06/05/2024 | 0.14% | 14.11 CHF | 14.13 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 437,406 CHF | 438,021 CHF | 98.41% | 98.41% |
03/05/2024 | 0.15% | 13.58 CHF | 13.60 CHF | 62,000 | 62,000 | 30,565 | 30,565 | 424,009 CHF | 424,622 CHF | 99.83% | 99.83% |
02/05/2024 | 0.14% | 13.81 CHF | 13.83 CHF | 61,000 | 61,000 | 30,054 | 30,054 | 422,533 CHF | 423,135 CHF | 99.96% | 99.96% |
30/04/2024 | 0.13% | 14.49 CHF | 14.51 CHF | 60,000 | 60,000 | 29,484 | 29,484 | 445,322 CHF | 445,913 CHF | 96.78% | 96.78% |
29/04/2024 | 0.14% | 15.34 CHF | 15.36 CHF | 58,000 | 58,000 | 31,515 | 31,515 | 460,884 CHF | 461,516 CHF | 83.74% | 83.74% |
26/04/2024 | 0.16% | 12.61 CHF | 12.63 CHF | 64,000 | 64,000 | 32,101 | 32,101 | 403,240 CHF | 403,885 CHF | 99.44% | 99.44% |