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 | 0.17% | 11.68 CHF | 11.70 CHF | 42,500 | 42,500 | 42,155 | 42,155 | 492,880 CHF | 493,726 CHF | 93.26% | 93.26% |
07/05/2024 | 0.70% | 11.90 CHF | 11.92 CHF | 42,500 | 42,500 | 42,372 | 42,372 | 503,285 CHF | 506,821 CHF | 99.99% | 99.99% |
06/05/2024 | 0.77% | 11.73 CHF | 11.82 CHF | 42,500 | 42,500 | 42,422 | 42,422 | 493,817 CHF | 497,635 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 11.39 CHF | 11.48 CHF | 42,500 | 42,500 | 37,356 | 37,356 | 414,347 CHF | 417,743 CHF | 99.91% | 99.91% |
02/05/2024 | 0.82% | 10.90 CHF | 10.99 CHF | 42,500 | 42,500 | 42,419 | 42,419 | 462,059 CHF | 465,877 CHF | 99.20% | 99.20% |
30/04/2024 | 0.78% | 11.30 CHF | 11.39 CHF | 42,500 | 42,500 | 42,423 | 42,423 | 485,752 CHF | 489,570 CHF | 100.00% | 100.00% |
29/04/2024 | 0.78% | 11.45 CHF | 11.54 CHF | 42,500 | 42,500 | 42,414 | 42,414 | 485,046 CHF | 488,863 CHF | 99.75% | 99.75% |
26/04/2024 | 0.89% | 11.38 CHF | 11.47 CHF | 42,500 | 42,500 | 42,419 | 42,419 | 476,488 CHF | 480,745 CHF | 99.12% | 99.12% |
25/04/2024 | 1.01% | 10.72 CHF | 10.83 CHF | 42,500 | 42,500 | 42,418 | 42,418 | 460,351 CHF | 465,018 CHF | 99.99% | 99.99% |
24/04/2024 | 0.98% | 11.14 CHF | 11.25 CHF | 42,500 | 42,500 | 42,415 | 42,415 | 476,346 CHF | 481,012 CHF | 98.73% | 98.73% |