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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.38% | 13.60 CHF | 13.65 CHF | 22,000 | 22,000 | 21,880 | 21,880 | 287,922 CHF | 289,017 CHF | 99.41% | 99.41% |
30/04/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 22,000 | 22,000 | 21,825 | 21,825 | 283,921 CHF | 285,013 CHF | 99.77% | 99.77% |
29/04/2024 | 0.40% | 12.85 CHF | 12.90 CHF | 22,000 | 22,000 | 21,037 | 21,037 | 268,779 CHF | 269,832 CHF | 99.70% | 99.70% |
26/04/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 22,000 | 22,000 | 21,835 | 21,835 | 283,982 CHF | 285,075 CHF | 99.77% | 99.77% |
25/04/2024 | 0.39% | 13.10 CHF | 13.15 CHF | 22,000 | 22,000 | 21,751 | 21,751 | 282,331 CHF | 283,420 CHF | 99.59% | 99.59% |
24/04/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 21,000 | 21,000 | 20,954 | 20,954 | 267,059 CHF | 268,108 CHF | 99.62% | 99.62% |
23/04/2024 | 0.42% | 12.05 CHF | 12.10 CHF | 21,000 | 21,000 | 20,770 | 20,770 | 250,715 CHF | 251,754 CHF | 99.43% | 99.43% |
22/04/2024 | 0.40% | 12.45 CHF | 12.50 CHF | 21,000 | 21,000 | 20,887 | 20,887 | 261,404 CHF | 262,448 CHF | 99.41% | 99.41% |
19/04/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 21,000 | 21,000 | 21,503 | 21,503 | 280,599 CHF | 281,675 CHF | 97.57% | 97.57% |
18/04/2024 | 0.39% | 13.05 CHF | 13.10 CHF | 22,000 | 22,000 | 21,181 | 21,181 | 274,787 CHF | 275,847 CHF | 99.75% | 99.75% |