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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.08% | 12.78 CHF | 12.79 CHF | 89,000 | 89,000 | 40,088 | 40,088 | 515,570 CHF | 515,971 CHF | 100.00% | 100.00% |
16/05/2024 | 0.08% | 13.06 CHF | 13.07 CHF | 87,000 | 87,000 | 39,735 | 39,735 | 516,789 CHF | 517,188 CHF | 99.99% | 99.99% |
15/05/2024 | 0.08% | 12.88 CHF | 12.89 CHF | 88,000 | 88,000 | 40,788 | 40,788 | 510,029 CHF | 510,438 CHF | 99.98% | 99.98% |
14/05/2024 | 0.08% | 12.23 CHF | 12.24 CHF | 91,000 | 91,000 | 41,277 | 41,277 | 500,952 CHF | 501,366 CHF | 99.99% | 99.99% |
13/05/2024 | 0.08% | 12.16 CHF | 12.17 CHF | 92,000 | 92,000 | 41,717 | 41,717 | 505,761 CHF | 506,178 CHF | 99.93% | 99.93% |
10/05/2024 | 0.08% | 12.09 CHF | 12.10 CHF | 92,000 | 92,000 | 41,197 | 41,197 | 499,293 CHF | 499,705 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 92,000 | 92,000 | 40,502 | 40,502 | 494,468 CHF | 494,873 CHF | 98.99% | 98.99% |
07/05/2024 | 0.08% | 12.20 CHF | 12.21 CHF | 92,000 | 92,000 | 41,226 | 41,226 | 504,775 CHF | 505,189 CHF | 99.55% | 99.55% |
06/05/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 91,000 | 91,000 | 40,786 | 40,786 | 494,381 CHF | 494,789 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 11.66 CHF | 11.67 CHF | 95,000 | 95,000 | 42,821 | 42,821 | 496,668 CHF | 497,097 CHF | 99.77% | 99.77% |