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 | 0.44% | 11.25 CHF | 11.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 338,469 CHF | 339,969 CHF | 60.10% | 99.99% |
15/05/2024 | 0.46% | 11.20 CHF | 11.25 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 329,092 CHF | 330,580 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30,000 | 30,000 | 29,681 | 29,681 | 323,252 CHF | 324,735 CHF | 99.44% | 99.44% |
13/05/2024 | 0.46% | 10.90 CHF | 10.95 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 323,637 CHF | 325,125 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 10.85 CHF | 10.90 CHF | 30,000 | 30,000 | 29,812 | 29,727 | 322,391 CHF | 322,962 CHF | 99.97% | 99.97% |
08/05/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 312,439 CHF | 313,925 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 306,002 CHF | 307,481 CHF | 100.00% | 100.00% |
06/05/2024 | 0.46% | 10.00 CHF | 10.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 298,718 CHF | 300,067 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 9.93 CHF | 9.94 CHF | 30,000 | 30,000 | 29,849 | 29,849 | 296,037 CHF | 296,403 CHF | 96.94% | 96.94% |
02/05/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 293,581 CHF | 293,874 CHF | 99.51% | 99.51% |