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 | 0.11% | 10.00 CHF | 10.05 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 294,265 CHF | 294,576 CHF | 99.80% | 99.80% |
14/05/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 30,000 | 30,000 | 29,783 | 29,783 | 289,566 CHF | 289,863 CHF | 99.07% | 99.07% |
13/05/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 288,935 CHF | 289,232 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 286,743 CHF | 287,040 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 30,000 | 30,000 | 29,716 | 29,715 | 277,794 CHF | 278,090 CHF | 100.00% | 100.00% |
07/05/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 271,271 CHF | 271,554 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 264,021 CHF | 264,317 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.74 CHF | 8.75 CHF | 30,000 | 30,000 | 29,935 | 29,856 | 261,422 CHF | 261,026 CHF | 96.60% | 96.60% |
02/05/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 258,355 CHF | 258,652 CHF | 99.52% | 99.52% |
30/04/2024 | 0.11% | 8.74 CHF | 8.75 CHF | 30,000 | 30,000 | 29,757 | 29,757 | 262,324 CHF | 262,621 CHF | 99.80% | 99.80% |