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 | 0.19% | 11.40 CHF | 11.42 CHF | 64,000 | 64,000 | 32,573 | 32,573 | 361,205 CHF | 361,858 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 10.76 CHF | 10.78 CHF | 66,000 | 66,000 | 31,603 | 31,603 | 354,291 CHF | 354,924 CHF | 99.99% | 99.99% |
08/05/2024 | 0.18% | 11.61 CHF | 11.63 CHF | 64,000 | 64,000 | 31,434 | 31,434 | 364,167 CHF | 364,797 CHF | 96.19% | 96.19% |
07/05/2024 | 0.16% | 12.39 CHF | 12.41 CHF | 62,000 | 62,000 | 30,483 | 30,483 | 380,390 CHF | 381,001 CHF | 97.46% | 97.46% |
06/05/2024 | 0.16% | 12.68 CHF | 12.70 CHF | 61,000 | 61,000 | 30,675 | 30,675 | 393,315 CHF | 393,929 CHF | 98.41% | 98.41% |
03/05/2024 | 0.16% | 12.15 CHF | 12.17 CHF | 62,000 | 62,000 | 30,557 | 30,557 | 380,020 CHF | 380,633 CHF | 99.79% | 99.79% |
02/05/2024 | 0.16% | 12.37 CHF | 12.39 CHF | 61,000 | 61,000 | 29,939 | 29,939 | 377,602 CHF | 378,202 CHF | 99.58% | 99.58% |
30/04/2024 | 0.15% | 13.03 CHF | 13.05 CHF | 60,000 | 60,000 | 29,317 | 29,317 | 400,208 CHF | 400,796 CHF | 96.29% | 96.29% |
29/04/2024 | 0.16% | 13.89 CHF | 13.91 CHF | 58,000 | 58,000 | 30,951 | 30,951 | 407,547 CHF | 408,167 CHF | 81.82% | 81.82% |
26/04/2024 | 0.18% | 11.17 CHF | 11.19 CHF | 64,000 | 64,000 | 32,100 | 32,100 | 357,261 CHF | 357,906 CHF | 99.45% | 99.45% |