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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.20% | 9.88 CHF | 9.90 CHF | 66,000 | 66,000 | 31,594 | 31,594 | 326,338 CHF | 326,971 CHF | 99.99% | 99.99% |
08/05/2024 | 0.19% | 10.72 CHF | 10.74 CHF | 64,000 | 64,000 | 31,441 | 31,441 | 336,512 CHF | 337,143 CHF | 96.28% | 96.28% |
07/05/2024 | 0.17% | 11.51 CHF | 11.53 CHF | 62,000 | 62,000 | 30,489 | 30,489 | 353,586 CHF | 354,198 CHF | 97.45% | 97.45% |
06/05/2024 | 0.17% | 11.79 CHF | 11.81 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 366,343 CHF | 366,957 CHF | 98.41% | 98.41% |
03/05/2024 | 0.18% | 11.27 CHF | 11.29 CHF | 62,000 | 62,000 | 30,563 | 30,563 | 353,226 CHF | 353,839 CHF | 99.81% | 99.81% |
02/05/2024 | 0.17% | 11.48 CHF | 11.50 CHF | 61,000 | 61,000 | 29,935 | 29,935 | 351,065 CHF | 351,665 CHF | 99.56% | 99.56% |
30/04/2024 | 0.16% | 12.14 CHF | 12.16 CHF | 60,000 | 60,000 | 29,354 | 29,354 | 374,709 CHF | 375,297 CHF | 96.29% | 96.29% |
29/04/2024 | 0.17% | 13.01 CHF | 13.03 CHF | 58,000 | 58,000 | 30,930 | 30,930 | 379,900 CHF | 380,520 CHF | 81.85% | 81.85% |
26/04/2024 | 0.20% | 10.29 CHF | 10.31 CHF | 64,000 | 64,000 | 32,107 | 32,107 | 328,939 CHF | 329,584 CHF | 99.47% | 99.47% |
25/04/2024 | 0.22% | 9.72 CHF | 9.74 CHF | 66,000 | 66,000 | 33,309 | 33,309 | 307,232 CHF | 307,900 CHF | 99.72% | 99.72% |