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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.36% | 12.50 CHF | 12.55 CHF | 2,200 | 2,200 | 2,213 | 2,213 | 30,763 CHF | 30,874 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 11.97 CHF | 12.02 CHF | 2,100 | 2,100 | 2,053 | 2,053 | 24,455 CHF | 24,557 CHF | 99.97% | 99.97% |
13/05/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 26,087 CHF | 26,192 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 12.98 CHF | 13.03 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 25,704 CHF | 25,808 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 13.70 CHF | 13.75 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 28,160 CHF | 28,264 CHF | 99.06% | 99.06% |
07/05/2024 | 0.39% | 13.02 CHF | 13.07 CHF | 2,200 | 2,200 | 2,191 | 2,191 | 27,774 CHF | 27,884 CHF | 97.66% | 97.66% |
06/05/2024 | 0.51% | 11.52 CHF | 11.58 CHF | 2,000 | 2,000 | 1,988 | 1,988 | 23,568 CHF | 23,687 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 13.19 CHF | 13.24 CHF | 2,100 | 2,100 | 2,091 | 2,091 | 27,035 CHF | 27,140 CHF | 99.94% | 99.94% |
02/05/2024 | 0.44% | 12.76 CHF | 12.82 CHF | 1,800 | 1,800 | 1,793 | 1,793 | 24,335 CHF | 24,443 CHF | 99.96% | 99.96% |
30/04/2024 | 0.43% | 14.56 CHF | 14.62 CHF | 2,000 | 2,000 | 1,900 | 1,900 | 26,673 CHF | 26,787 CHF | 99.98% | 99.98% |