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 | 0.49% | 10.35 CHF | 10.40 CHF | 21,000 | 21,000 | 20,803 | 20,803 | 215,197 CHF | 216,238 CHF | 99.97% | 99.97% |
28/05/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 21,000 | 21,000 | 20,798 | 20,798 | 214,190 CHF | 215,231 CHF | 97.81% | 97.81% |
27/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 21,000 | 21,000 | 20,804 | 20,804 | 213,683 CHF | 214,724 CHF | 100.00% | 100.00% |
24/05/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 21,000 | 21,000 | 20,790 | 20,790 | 212,407 CHF | 213,448 CHF | 93.96% | 93.96% |
23/05/2024 | 0.28% | 10.10 CHF | 10.15 CHF | 21,000 | 21,000 | 20,800 | 20,800 | 207,489 CHF | 208,071 CHF | 99.17% | 99.17% |
22/05/2024 | 0.46% | 10.20 CHF | 10.25 CHF | 21,000 | 21,000 | 20,803 | 20,803 | 209,279 CHF | 210,232 CHF | 100.00% | 100.00% |
21/05/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 192,903 CHF | 193,101 CHF | 99.61% | 99.61% |
17/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 192,058 CHF | 192,256 CHF | 100.00% | 100.00% |
16/05/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 193,942 CHF | 194,143 CHF | 96.97% | 96.97% |
15/05/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21,000 | 21,000 | 20,802 | 20,802 | 222,001 CHF | 223,043 CHF | 100.00% | 100.00% |