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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.54% | 17.45 CHF | 17.50 CHF | 14,200 | 14,200 | 9,348 | 9,348 | 166,133 CHF | 166,958 CHF | 99.64% | 99.64% |
08/05/2024 | 0.55% | 17.55 CHF | 17.60 CHF | 14,200 | 14,200 | 9,485 | 9,485 | 166,393 CHF | 167,232 CHF | 100.00% | 100.00% |
07/05/2024 | 0.55% | 17.75 CHF | 17.80 CHF | 14,000 | 14,000 | 9,457 | 9,457 | 166,322 CHF | 167,160 CHF | 100.00% | 100.00% |
06/05/2024 | 0.56% | 17.30 CHF | 17.35 CHF | 14,400 | 14,400 | 9,702 | 9,702 | 166,416 CHF | 167,273 CHF | 98.69% | 98.69% |
03/05/2024 | 0.57% | 17.15 CHF | 17.20 CHF | 14,500 | 14,500 | 9,699 | 9,699 | 165,226 CHF | 166,092 CHF | 97.57% | 97.57% |
02/05/2024 | 0.59% | 16.65 CHF | 16.70 CHF | 14,900 | 14,900 | 10,005 | 10,005 | 164,729 CHF | 165,624 CHF | 98.29% | 98.29% |
30/04/2024 | 0.58% | 16.25 CHF | 16.30 CHF | 15,300 | 15,300 | 10,014 | 10,014 | 165,917 CHF | 166,803 CHF | 99.56% | 99.56% |
29/04/2024 | 0.58% | 16.10 CHF | 16.15 CHF | 15,400 | 15,400 | 10,087 | 10,087 | 166,125 CHF | 167,017 CHF | 99.39% | 99.39% |
26/04/2024 | 0.60% | 16.00 CHF | 16.05 CHF | 15,600 | 15,600 | 10,409 | 10,409 | 166,137 CHF | 167,059 CHF | 99.26% | 99.26% |
25/04/2024 | 0.65% | 14.70 CHF | 14.75 CHF | 16,900 | 16,900 | 11,263 | 11,263 | 166,100 CHF | 167,099 CHF | 98.97% | 98.97% |