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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 302,827 CHF | 304,314 CHF | 100.00% | 100.00% |
14/05/2024 | 0.30% | 10.10 CHF | 10.15 CHF | 30,000 | 30,000 | 29,729 | 29,728 | 297,708 CHF | 298,586 CHF | 97.82% | 97.82% |
13/05/2024 | 0.39% | 10.00 CHF | 10.05 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 297,467 CHF | 298,631 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 9.99 CHF | 10.00 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 295,672 CHF | 296,018 CHF | 99.99% | 99.99% |
08/05/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 286,881 CHF | 287,178 CHF | 100.00% | 100.00% |
07/05/2024 | 0.11% | 9.55 CHF | 9.56 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 280,358 CHF | 280,642 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 273,105 CHF | 273,401 CHF | 99.78% | 99.78% |
03/05/2024 | 0.11% | 9.04 CHF | 9.05 CHF | 30,000 | 30,000 | 29,854 | 29,854 | 269,739 CHF | 270,036 CHF | 97.46% | 97.46% |
02/05/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 30,000 | 30,000 | 29,716 | 29,716 | 267,407 CHF | 267,705 CHF | 99.28% | 99.28% |
30/04/2024 | 0.11% | 9.04 CHF | 9.05 CHF | 30,000 | 30,000 | 29,916 | 29,916 | 272,824 CHF | 273,123 CHF | 98.72% | 98.72% |