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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 2.73% | 11.87 CHF | 12.21 CHF | 54,800 | 54,800 | 54,800 | 54,800 | 674,376 CHF | 693,008 CHF | 99.95% | 99.95% |
24/04/2024 | 2.46% | 12.94 CHF | 13.27 CHF | 56,600 | 56,600 | 56,581 | 56,581 | 749,676 CHF | 768,354 CHF | 100.00% | 100.00% |
23/04/2024 | 2.28% | 12.79 CHF | 13.08 CHF | 63,800 | 63,800 | 63,800 | 63,800 | 800,796 CHF | 819,298 CHF | 99.99% | 99.99% |
22/04/2024 | 2.01% | 11.47 CHF | 11.70 CHF | 79,700 | 79,700 | 79,674 | 79,674 | 902,163 CHF | 920,494 CHF | 99.91% | 99.91% |
19/04/2024 | 2.31% | 10.78 CHF | 11.03 CHF | 73,600 | 73,600 | 73,600 | 73,600 | 786,325 CHF | 804,725 CHF | 100.00% | 100.00% |
18/04/2024 | 2.25% | 11.73 CHF | 11.99 CHF | 71,400 | 71,400 | 71,400 | 71,400 | 817,099 CHF | 835,663 CHF | 99.97% | 99.97% |
17/04/2024 | 2.20% | 10.90 CHF | 11.15 CHF | 74,500 | 74,500 | 74,349 | 74,349 | 840,153 CHF | 858,778 CHF | 99.98% | 99.98% |
16/04/2024 | 2.17% | 10.75 CHF | 10.98 CHF | 81,600 | 81,600 | 81,600 | 81,600 | 853,868 CHF | 872,636 CHF | 99.88% | 99.88% |
15/04/2024 | 1.59% | 12.42 CHF | 12.63 CHF | 65,500 | 65,500 | 65,489 | 65,489 | 856,357 CHF | 870,112 CHF | 100.00% | 100.00% |
12/04/2024 | 2.19% | 10.84 CHF | 11.17 CHF | 41,800 | 41,800 | 41,800 | 41,800 | 632,910 CHF | 646,704 CHF | 100.00% | 100.00% |