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 | 0.22% | 9.64 CHF | 9.66 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 304,076 CHF | 304,729 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 9.00 CHF | 9.02 CHF | 66,000 | 66,000 | 31,594 | 31,594 | 298,782 CHF | 299,415 CHF | 99.98% | 99.98% |
08/05/2024 | 0.21% | 9.85 CHF | 9.87 CHF | 64,000 | 64,000 | 31,437 | 31,437 | 309,020 CHF | 309,650 CHF | 96.20% | 96.20% |
07/05/2024 | 0.19% | 10.64 CHF | 10.66 CHF | 62,000 | 62,000 | 30,492 | 30,492 | 327,066 CHF | 327,678 CHF | 97.42% | 97.42% |
06/05/2024 | 0.18% | 10.93 CHF | 10.95 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 339,685 CHF | 340,300 CHF | 98.41% | 98.41% |
03/05/2024 | 0.19% | 10.40 CHF | 10.42 CHF | 62,000 | 62,000 | 30,553 | 30,553 | 326,589 CHF | 327,201 CHF | 99.80% | 99.80% |
02/05/2024 | 0.19% | 10.60 CHF | 10.62 CHF | 61,000 | 61,000 | 29,946 | 29,946 | 324,976 CHF | 325,576 CHF | 99.60% | 99.60% |
30/04/2024 | 0.17% | 11.26 CHF | 11.28 CHF | 60,000 | 60,000 | 29,351 | 29,351 | 348,930 CHF | 349,518 CHF | 96.32% | 96.32% |
29/04/2024 | 0.18% | 12.14 CHF | 12.16 CHF | 58,000 | 58,000 | 30,953 | 30,953 | 353,148 CHF | 353,768 CHF | 81.80% | 81.80% |
26/04/2024 | 0.22% | 9.41 CHF | 9.43 CHF | 64,000 | 64,000 | 32,105 | 32,105 | 300,835 CHF | 301,480 CHF | 99.47% | 99.47% |