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 | 0.51% | 9.90 CHF | 9.86 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 39,308 CHF | 39,508 CHF | 60.10% | 99.99% |
15/05/2024 | 0.52% | 9.70 CHF | 9.75 CHF | 4,000 | 4,000 | 3,963 | 3,962 | 38,210 CHF | 38,408 CHF | 99.93% | 99.93% |
14/05/2024 | 0.51% | 9.80 CHF | 9.85 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 38,812 CHF | 39,010 CHF | 99.28% | 99.28% |
13/05/2024 | 0.52% | 9.61 CHF | 9.66 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 38,084 CHF | 38,282 CHF | 100.00% | 100.00% |
10/05/2024 | 0.53% | 9.51 CHF | 9.56 CHF | 4,000 | 4,000 | 3,960 | 3,960 | 37,961 CHF | 38,159 CHF | 93.90% | 100.00% |
08/05/2024 | 0.53% | 9.50 CHF | 9.55 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 37,561 CHF | 37,759 CHF | 100.00% | 100.00% |
07/05/2024 | 0.54% | 9.40 CHF | 9.45 CHF | 4,000 | 4,000 | 3,963 | 3,962 | 37,152 CHF | 37,350 CHF | 100.00% | 100.00% |
06/05/2024 | 0.53% | 9.40 CHF | 9.45 CHF | 4,000 | 4,000 | 3,961 | 3,961 | 37,498 CHF | 37,696 CHF | 96.46% | 100.00% |
03/05/2024 | 0.52% | 9.52 CHF | 9.57 CHF | 4,000 | 4,000 | 3,970 | 3,970 | 38,525 CHF | 38,723 CHF | 96.45% | 97.07% |
02/05/2024 | 0.55% | 9.21 CHF | 9.26 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 36,547 CHF | 36,744 CHF | 99.55% | 99.55% |