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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.22% | 13.57 CHF | 13.60 CHF | 22,600 | 22,600 | 22,899 | 22,899 | 307,491 CHF | 308,178 CHF | 99.98% | 99.98% |
13/05/2024 | 0.23% | 13.33 CHF | 13.36 CHF | 23,100 | 23,100 | 23,100 | 23,100 | 304,058 CHF | 304,751 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 12.97 CHF | 13.00 CHF | 23,100 | 23,100 | 23,401 | 23,401 | 305,576 CHF | 306,278 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 12.96 CHF | 12.99 CHF | 23,300 | 23,300 | 23,300 | 23,300 | 301,787 CHF | 302,486 CHF | 99.16% | 99.16% |
07/05/2024 | 0.23% | 13.04 CHF | 13.07 CHF | 23,300 | 23,300 | 23,537 | 23,537 | 305,539 CHF | 306,246 CHF | 99.69% | 99.69% |
06/05/2024 | 0.24% | 12.85 CHF | 12.88 CHF | 23,700 | 23,700 | 23,820 | 23,820 | 303,591 CHF | 304,305 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 12.58 CHF | 12.61 CHF | 23,900 | 23,900 | 23,717 | 23,717 | 300,491 CHF | 301,202 CHF | 98.70% | 98.70% |
02/05/2024 | 0.23% | 12.92 CHF | 12.95 CHF | 23,600 | 23,600 | 22,818 | 22,818 | 293,708 CHF | 294,392 CHF | 99.98% | 99.98% |
30/04/2024 | 0.23% | 13.46 CHF | 13.49 CHF | 23,100 | 23,100 | 23,214 | 23,214 | 304,956 CHF | 305,653 CHF | 99.97% | 99.97% |
29/04/2024 | 0.23% | 12.84 CHF | 12.87 CHF | 23,300 | 23,300 | 23,240 | 23,240 | 300,654 CHF | 301,351 CHF | 99.81% | 99.81% |