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 | 0.48% | 10.55 CHF | 10.60 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 313,333 CHF | 314,820 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 309,886 CHF | 311,373 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,681 | 29,681 | 306,630 CHF | 308,114 CHF | 99.44% | 99.44% |
13/05/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 307,308 CHF | 308,796 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,811 | 29,728 | 306,944 CHF | 307,583 CHF | 99.96% | 99.96% |
08/05/2024 | 0.50% | 10.15 CHF | 10.20 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 301,630 CHF | 303,116 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 10.10 CHF | 10.15 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 298,179 CHF | 299,516 CHF | 100.00% | 100.00% |
06/05/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 295,056 CHF | 295,352 CHF | 99.90% | 99.90% |
03/05/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 30,000 | 30,000 | 29,853 | 29,852 | 294,066 CHF | 294,364 CHF | 97.80% | 97.80% |
02/05/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 30,000 | 30,000 | 29,878 | 29,790 | 293,679 CHF | 293,111 CHF | 99.73% | 99.73% |