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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.17% | 12.09 CHF | 12.11 CHF | 63,000 | 63,000 | 31,695 | 31,695 | 376,502 CHF | 377,138 CHF | 99.98% | 99.98% |
15/05/2024 | 0.17% | 11.90 CHF | 11.92 CHF | 64,000 | 64,000 | 31,370 | 31,370 | 384,328 CHF | 384,960 CHF | 99.99% | 99.99% |
14/05/2024 | 0.17% | 12.61 CHF | 12.63 CHF | 62,000 | 62,000 | 32,040 | 32,040 | 382,014 CHF | 382,657 CHF | 99.98% | 99.98% |
13/05/2024 | 0.18% | 11.81 CHF | 11.83 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 374,547 CHF | 375,200 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 11.17 CHF | 11.19 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 367,230 CHF | 367,863 CHF | 100.00% | 100.00% |
08/05/2024 | 0.17% | 12.02 CHF | 12.04 CHF | 64,000 | 64,000 | 31,467 | 31,467 | 377,541 CHF | 378,171 CHF | 95.68% | 95.68% |
07/05/2024 | 0.16% | 12.81 CHF | 12.83 CHF | 62,000 | 62,000 | 30,515 | 30,515 | 393,614 CHF | 394,226 CHF | 97.58% | 97.58% |
06/05/2024 | 0.15% | 13.10 CHF | 13.12 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 406,271 CHF | 406,886 CHF | 98.41% | 98.41% |
03/05/2024 | 0.16% | 12.57 CHF | 12.59 CHF | 62,000 | 62,000 | 30,564 | 30,564 | 392,959 CHF | 393,571 CHF | 99.81% | 99.81% |
02/05/2024 | 0.15% | 12.79 CHF | 12.81 CHF | 61,000 | 61,000 | 30,051 | 30,051 | 391,769 CHF | 392,371 CHF | 99.95% | 99.95% |