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 | 0.47% | 10.70 CHF | 10.80 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 321,150 CHF | 322,650 CHF | 60.11% | 99.99% |
15/05/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 311,924 CHF | 313,411 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 30,000 | 30,000 | 29,816 | 29,816 | 307,568 CHF | 309,058 CHF | 98.94% | 98.94% |
13/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 306,545 CHF | 308,033 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 304,428 CHF | 305,915 CHF | 100.00% | 100.00% |
08/05/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 30,000 | 30,000 | 29,716 | 29,715 | 295,904 CHF | 296,199 CHF | 100.00% | 100.00% |
07/05/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 289,399 CHF | 289,682 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 282,145 CHF | 282,443 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 30,000 | 30,000 | 29,942 | 29,863 | 279,752 CHF | 279,312 CHF | 97.27% | 97.27% |
02/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 276,444 CHF | 276,741 CHF | 99.57% | 99.57% |