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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 90,064 CHF | 90,163 CHF | 99.56% | 99.56% |
28/05/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 93,726 CHF | 93,825 CHF | 99.88% | 99.88% |
27/05/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 94,145 CHF | 94,237 CHF | 100.00% | 100.00% |
24/05/2024 | 0.11% | 9.68 CHF | 9.69 CHF | 10,000 | 10,000 | 9,900 | 9,900 | 95,010 CHF | 95,109 CHF | 93.89% | 93.89% |
23/05/2024 | 0.42% | 9.86 CHF | 9.87 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 99,818 CHF | 100,227 CHF | 99.03% | 99.03% |
22/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 101,463 CHF | 101,954 CHF | 100.00% | 100.00% |
21/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 101,001 CHF | 101,497 CHF | 100.00% | 100.00% |
17/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 101,502 CHF | 101,991 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 101,422 CHF | 101,918 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 10.10 CHF | 10.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 98,834 CHF | 99,068 CHF | 99.96% | 99.96% |