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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.31% | 10.01 CHF | 10.04 CHF | 26,200 | 26,200 | 26,134 | 26,134 | 256,977 CHF | 257,763 CHF | 99.99% | 99.99% |
14/05/2024 | 0.31% | 9.87 CHF | 9.90 CHF | 26,200 | 26,200 | 26,619 | 26,619 | 259,285 CHF | 260,084 CHF | 99.98% | 99.98% |
13/05/2024 | 0.31% | 9.65 CHF | 9.68 CHF | 26,900 | 26,900 | 26,900 | 26,900 | 255,831 CHF | 256,638 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 9.35 CHF | 9.38 CHF | 26,900 | 26,900 | 27,321 | 27,321 | 257,372 CHF | 258,191 CHF | 99.98% | 99.98% |
08/05/2024 | 0.32% | 9.33 CHF | 9.36 CHF | 27,200 | 27,200 | 27,200 | 27,200 | 253,750 CHF | 254,566 CHF | 99.15% | 99.15% |
07/05/2024 | 0.32% | 9.40 CHF | 9.43 CHF | 27,200 | 27,200 | 27,555 | 27,555 | 257,760 CHF | 258,587 CHF | 99.69% | 99.69% |
06/05/2024 | 0.33% | 9.24 CHF | 9.27 CHF | 27,800 | 27,800 | 27,920 | 27,920 | 255,484 CHF | 256,322 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 9.01 CHF | 9.04 CHF | 28,000 | 28,000 | 27,756 | 27,756 | 252,193 CHF | 253,026 CHF | 98.76% | 98.76% |
02/05/2024 | 0.32% | 9.30 CHF | 9.33 CHF | 27,600 | 27,600 | 26,517 | 26,517 | 245,569 CHF | 246,365 CHF | 100.00% | 100.00% |
30/04/2024 | 0.32% | 9.77 CHF | 9.80 CHF | 26,900 | 26,900 | 27,073 | 27,073 | 257,084 CHF | 257,896 CHF | 99.97% | 99.97% |