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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.19% | 11.75 CHF | 11.77 CHF | 62,000 | 62,000 | 32,041 | 32,041 | 354,634 CHF | 355,277 CHF | 99.98% | 99.98% |
13/05/2024 | 0.19% | 10.96 CHF | 10.98 CHF | 64,000 | 64,000 | 32,573 | 32,573 | 346,854 CHF | 347,507 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 10.32 CHF | 10.34 CHF | 66,000 | 66,000 | 31,595 | 31,595 | 340,279 CHF | 340,913 CHF | 99.99% | 99.99% |
08/05/2024 | 0.18% | 11.17 CHF | 11.19 CHF | 64,000 | 64,000 | 31,435 | 31,435 | 350,315 CHF | 350,945 CHF | 95.44% | 95.44% |
07/05/2024 | 0.17% | 11.95 CHF | 11.97 CHF | 62,000 | 62,000 | 30,489 | 30,489 | 367,024 CHF | 367,636 CHF | 97.43% | 97.43% |
06/05/2024 | 0.16% | 12.24 CHF | 12.26 CHF | 61,000 | 61,000 | 30,675 | 30,675 | 379,825 CHF | 380,440 CHF | 98.41% | 98.41% |
03/05/2024 | 0.17% | 11.71 CHF | 11.73 CHF | 62,000 | 62,000 | 30,560 | 30,560 | 366,647 CHF | 367,259 CHF | 99.80% | 99.80% |
02/05/2024 | 0.17% | 11.92 CHF | 11.94 CHF | 61,000 | 61,000 | 29,947 | 29,947 | 364,452 CHF | 365,052 CHF | 99.60% | 99.60% |
30/04/2024 | 0.15% | 12.59 CHF | 12.61 CHF | 60,000 | 60,000 | 29,352 | 29,352 | 387,673 CHF | 388,262 CHF | 96.34% | 96.34% |
29/04/2024 | 0.16% | 13.45 CHF | 13.47 CHF | 58,000 | 58,000 | 30,938 | 30,938 | 393,693 CHF | 394,313 CHF | 81.84% | 81.84% |