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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.11% | 43.85 CHF | 43.90 CHF | 9,600 | 9,600 | 9,591 | 9,591 | 426,419 CHF | 426,899 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 42.95 CHF | 43.00 CHF | 10,000 | 10,000 | 9,974 | 9,974 | 420,809 CHF | 421,309 CHF | 100.00% | 100.00% |
14/05/2024 | 0.12% | 42.10 CHF | 42.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 418,333 CHF | 418,833 CHF | 99.30% | 99.30% |
13/05/2024 | 0.12% | 41.15 CHF | 41.20 CHF | 10,200 | 10,200 | 10,200 | 10,200 | 418,318 CHF | 418,828 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 41.55 CHF | 41.60 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 425,020 CHF | 425,525 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 42.15 CHF | 42.20 CHF | 10,200 | 10,200 | 10,200 | 10,200 | 428,763 CHF | 429,273 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 44.35 CHF | 44.40 CHF | 9,700 | 9,700 | 9,699 | 9,699 | 432,622 CHF | 433,107 CHF | 98.36% | 98.36% |
06/05/2024 | 0.11% | 44.65 CHF | 44.70 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 445,485 CHF | 445,990 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 41.95 CHF | 42.00 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 417,625 CHF | 418,130 CHF | 99.87% | 99.87% |
02/05/2024 | 0.12% | 41.35 CHF | 41.40 CHF | 10,100 | 10,100 | 10,100 | 10,100 | 422,294 CHF | 422,799 CHF | 99.56% | 99.56% |