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 | 0.22% | 12.81 CHF | 12.83 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 115,648 CHF | 115,897 CHF | 99.53% | 99.53% |
15/05/2024 | 0.20% | 13.53 CHF | 13.56 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 123,464 CHF | 123,713 CHF | 99.49% | 99.57% |
14/05/2024 | 0.20% | 13.47 CHF | 13.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 130,732 CHF | 130,997 CHF | 99.56% | 99.56% |
13/05/2024 | 0.21% | 12.75 CHF | 12.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,396 CHF | 129,664 CHF | 98.75% | 98.75% |
10/05/2024 | 0.21% | 12.89 CHF | 12.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 130,251 CHF | 130,521 CHF | 99.52% | 99.52% |
08/05/2024 | 0.21% | 13.27 CHF | 13.29 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 120,052 CHF | 120,303 CHF | 99.59% | 99.59% |
07/05/2024 | 0.19% | 13.39 CHF | 13.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 132,032 CHF | 132,288 CHF | 99.50% | 99.50% |
06/05/2024 | 0.20% | 12.17 CHF | 12.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 117,548 CHF | 117,787 CHF | 99.59% | 99.59% |
03/05/2024 | 0.21% | 10.98 CHF | 11.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 110,363 CHF | 110,589 CHF | 99.49% | 99.49% |
02/05/2024 | 0.21% | 10.64 CHF | 10.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 106,904 CHF | 107,131 CHF | 99.49% | 99.49% |