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% | 10.65 CHF | 10.70 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 184,726 CHF | 185,594 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 10.70 CHF | 10.75 CHF | 17,500 | 17,500 | 17,639 | 17,639 | 185,715 CHF | 186,598 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18,000 | 18,000 | 17,871 | 17,871 | 187,136 CHF | 188,031 CHF | 99.06% | 99.06% |
13/05/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 17,500 | 17,500 | 17,339 | 17,339 | 183,925 CHF | 184,793 CHF | 99.76% | 99.76% |
10/05/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18,000 | 18,000 | 17,729 | 17,729 | 186,548 CHF | 187,435 CHF | 99.16% | 99.16% |
08/05/2024 | 0.47% | 10.50 CHF | 10.55 CHF | 18,000 | 18,000 | 17,495 | 17,495 | 184,795 CHF | 185,669 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 10.50 CHF | 10.55 CHF | 18,000 | 18,000 | 17,819 | 17,819 | 183,319 CHF | 184,211 CHF | 99.56% | 99.56% |
06/05/2024 | 0.50% | 10.20 CHF | 10.25 CHF | 18,000 | 18,000 | 17,786 | 17,786 | 181,558 CHF | 182,448 CHF | 98.60% | 98.60% |
03/05/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 18,000 | 18,000 | 17,942 | 17,942 | 182,880 CHF | 183,778 CHF | 97.02% | 97.02% |
02/05/2024 | 0.45% | 10.10 CHF | 10.15 CHF | 18,000 | 18,000 | 18,153 | 18,153 | 183,232 CHF | 184,059 CHF | 99.24% | 99.24% |