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 | 0.25% | 8.68 CHF | 8.70 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 272,517 CHF | 273,170 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 8.03 CHF | 8.05 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 268,210 CHF | 268,843 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 8.88 CHF | 8.90 CHF | 64,000 | 64,000 | 31,465 | 31,465 | 278,848 CHF | 279,479 CHF | 96.42% | 96.42% |
07/05/2024 | 0.21% | 9.68 CHF | 9.70 CHF | 62,000 | 62,000 | 30,508 | 30,508 | 297,985 CHF | 298,596 CHF | 97.62% | 97.62% |
06/05/2024 | 0.20% | 9.97 CHF | 9.99 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 310,446 CHF | 311,061 CHF | 98.41% | 98.41% |
03/05/2024 | 0.21% | 9.45 CHF | 9.47 CHF | 62,000 | 62,000 | 30,561 | 30,561 | 297,423 CHF | 298,035 CHF | 99.81% | 99.81% |
02/05/2024 | 0.20% | 9.64 CHF | 9.66 CHF | 61,000 | 61,000 | 30,047 | 30,047 | 297,156 CHF | 297,758 CHF | 99.94% | 99.94% |
30/04/2024 | 0.19% | 10.30 CHF | 10.32 CHF | 60,000 | 60,000 | 29,479 | 29,479 | 322,234 CHF | 322,825 CHF | 96.72% | 96.72% |
29/04/2024 | 0.20% | 11.19 CHF | 11.21 CHF | 58,000 | 58,000 | 31,503 | 31,503 | 329,521 CHF | 330,152 CHF | 83.73% | 83.73% |
26/04/2024 | 0.24% | 8.43 CHF | 8.45 CHF | 64,000 | 64,000 | 32,108 | 32,108 | 269,650 CHF | 270,295 CHF | 99.47% | 99.47% |