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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.16% | 12.89 CHF | 12.91 CHF | 40,000 | 40,000 | 39,676 | 39,676 | 511,621 CHF | 512,418 CHF | 93.27% | 93.27% |
07/05/2024 | 0.64% | 13.11 CHF | 13.13 CHF | 40,000 | 40,000 | 39,888 | 39,888 | 521,517 CHF | 524,843 CHF | 99.44% | 99.44% |
06/05/2024 | 0.70% | 12.92 CHF | 13.01 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 544,145 CHF | 547,963 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 12.58 CHF | 12.67 CHF | 42,500 | 42,500 | 37,353 | 37,353 | 458,457 CHF | 461,853 CHF | 99.92% | 99.92% |
02/05/2024 | 0.74% | 12.08 CHF | 12.17 CHF | 42,500 | 42,500 | 42,420 | 42,420 | 511,985 CHF | 515,803 CHF | 99.66% | 99.66% |
30/04/2024 | 0.71% | 12.49 CHF | 12.58 CHF | 42,500 | 42,500 | 42,423 | 42,423 | 535,967 CHF | 539,786 CHF | 99.98% | 99.98% |
29/04/2024 | 0.71% | 12.63 CHF | 12.72 CHF | 42,500 | 42,500 | 42,414 | 42,414 | 535,235 CHF | 539,053 CHF | 99.70% | 99.70% |
26/04/2024 | 0.81% | 12.56 CHF | 12.65 CHF | 42,500 | 42,500 | 42,419 | 42,419 | 526,581 CHF | 530,838 CHF | 99.14% | 99.14% |
25/04/2024 | 0.91% | 11.89 CHF | 12.00 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 509,872 CHF | 514,539 CHF | 99.99% | 99.99% |
24/04/2024 | 0.88% | 12.32 CHF | 12.43 CHF | 42,500 | 42,500 | 42,414 | 42,414 | 526,267 CHF | 530,933 CHF | 98.73% | 98.73% |