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 | 0.18% | 10.98 CHF | 11.00 CHF | 23,000 | 23,000 | 22,983 | 22,983 | 251,338 CHF | 251,798 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 10.83 CHF | 10.85 CHF | 23,000 | 23,000 | 22,955 | 22,955 | 248,960 CHF | 249,420 CHF | 100.00% | 100.00% |
14/05/2024 | 0.19% | 10.77 CHF | 10.79 CHF | 23,000 | 23,000 | 23,974 | 23,974 | 255,173 CHF | 255,652 CHF | 99.98% | 99.98% |
13/05/2024 | 0.19% | 10.71 CHF | 10.73 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 256,933 CHF | 257,413 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 10.70 CHF | 10.72 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 257,007 CHF | 257,487 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 10.52 CHF | 10.54 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 253,097 CHF | 253,577 CHF | 99.08% | 99.08% |
07/05/2024 | 0.19% | 10.54 CHF | 10.56 CHF | 24,000 | 24,000 | 23,991 | 23,991 | 252,497 CHF | 252,977 CHF | 99.94% | 99.94% |
06/05/2024 | 0.19% | 10.37 CHF | 10.39 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 248,822 CHF | 249,302 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 10.18 CHF | 10.20 CHF | 25,000 | 25,000 | 24,934 | 24,934 | 253,760 CHF | 254,259 CHF | 99.97% | 99.97% |
02/05/2024 | 0.20% | 10.02 CHF | 10.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,430 CHF | 252,930 CHF | 99.99% | 99.99% |