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 | 0.20% | 9.56 CHF | 9.58 CHF | 13,500 | 13,500 | 13,432 | 13,432 | 131,648 CHF | 131,917 CHF | 99.69% | 99.69% |
15/05/2024 | 0.22% | 9.28 CHF | 9.30 CHF | 13,100 | 13,100 | 13,016 | 13,016 | 119,048 CHF | 119,309 CHF | 99.79% | 99.79% |
14/05/2024 | 0.21% | 9.67 CHF | 9.69 CHF | 12,900 | 12,900 | 12,847 | 12,847 | 121,597 CHF | 121,853 CHF | 99.64% | 99.64% |
13/05/2024 | 0.21% | 9.67 CHF | 9.69 CHF | 13,000 | 13,000 | 12,946 | 12,946 | 124,844 CHF | 125,103 CHF | 100.00% | 100.00% |
10/05/2024 | 0.21% | 9.48 CHF | 9.50 CHF | 13,400 | 13,400 | 13,345 | 13,345 | 128,973 CHF | 129,240 CHF | 99.99% | 99.99% |
08/05/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 13,900 | 13,900 | 13,884 | 13,884 | 126,258 CHF | 126,536 CHF | 99.09% | 99.09% |
07/05/2024 | 0.23% | 8.95 CHF | 8.97 CHF | 14,600 | 14,600 | 15,102 | 15,102 | 131,013 CHF | 131,315 CHF | 99.53% | 99.53% |
06/05/2024 | 0.24% | 8.34 CHF | 8.36 CHF | 16,300 | 16,300 | 16,233 | 16,233 | 132,756 CHF | 133,081 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 7.48 CHF | 7.50 CHF | 15,500 | 15,500 | 15,436 | 15,436 | 120,991 CHF | 121,300 CHF | 99.82% | 99.82% |
02/05/2024 | 0.25% | 8.11 CHF | 8.13 CHF | 15,700 | 15,700 | 15,635 | 15,635 | 127,069 CHF | 127,381 CHF | 99.98% | 99.98% |