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 | 1.46% | 11.72 CHF | 11.82 CHF | 6,700 | 6,700 | 3,010 | 3,010 | 34,932 CHF | 35,360 CHF | 99.99% | 99.99% |
15/05/2024 | 1.42% | 11.55 CHF | 11.64 CHF | 6,900 | 6,900 | 3,132 | 3,132 | 36,034 CHF | 36,455 CHF | 100.00% | 100.00% |
14/05/2024 | 1.43% | 11.59 CHF | 11.68 CHF | 6,900 | 6,900 | 3,138 | 3,138 | 35,658 CHF | 36,080 CHF | 99.89% | 99.89% |
13/05/2024 | 1.41% | 11.41 CHF | 11.50 CHF | 6,900 | 6,900 | 3,138 | 3,138 | 35,888 CHF | 36,310 CHF | 100.00% | 100.00% |
10/05/2024 | 1.41% | 11.16 CHF | 11.25 CHF | 7,000 | 7,000 | 3,159 | 3,159 | 35,938 CHF | 36,357 CHF | 99.99% | 99.99% |
08/05/2024 | 1.42% | 10.56 CHF | 10.65 CHF | 7,500 | 7,500 | 3,336 | 3,336 | 34,485 CHF | 34,893 CHF | 99.06% | 99.06% |
07/05/2024 | 1.41% | 10.96 CHF | 11.05 CHF | 7,200 | 7,200 | 3,228 | 3,228 | 35,201 CHF | 35,615 CHF | 99.70% | 99.70% |
06/05/2024 | 1.41% | 10.66 CHF | 10.74 CHF | 7,700 | 7,700 | 3,519 | 3,519 | 36,436 CHF | 36,855 CHF | 100.00% | 100.00% |
03/05/2024 | 1.41% | 10.25 CHF | 10.33 CHF | 8,000 | 8,000 | 3,572 | 3,572 | 35,760 CHF | 36,174 CHF | 99.81% | 99.81% |
02/05/2024 | 1.43% | 9.82 CHF | 9.90 CHF | 8,100 | 8,100 | 3,593 | 3,593 | 35,754 CHF | 36,179 CHF | 99.98% | 99.98% |