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 | 0.50% | 10.10 CHF | 10.15 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 175,119 CHF | 175,986 CHF | 100.00% | 100.00% |
15/05/2024 | 0.28% | 10.15 CHF | 10.20 CHF | 17,500 | 17,500 | 17,636 | 17,636 | 176,095 CHF | 176,570 CHF | 100.00% | 100.00% |
14/05/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 18,000 | 18,000 | 17,867 | 17,867 | 177,535 CHF | 177,719 CHF | 99.07% | 99.07% |
13/05/2024 | 0.48% | 10.05 CHF | 10.10 CHF | 17,500 | 17,500 | 17,343 | 17,343 | 174,352 CHF | 175,190 CHF | 99.76% | 99.76% |
10/05/2024 | 0.23% | 9.94 CHF | 9.95 CHF | 18,000 | 18,000 | 17,651 | 17,651 | 176,162 CHF | 176,571 CHF | 99.57% | 99.57% |
08/05/2024 | 0.38% | 9.98 CHF | 9.99 CHF | 18,000 | 18,000 | 17,425 | 17,425 | 174,456 CHF | 175,113 CHF | 99.63% | 99.63% |
07/05/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 18,000 | 18,000 | 17,819 | 17,819 | 173,811 CHF | 173,989 CHF | 99.65% | 99.65% |
06/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18,000 | 18,000 | 17,786 | 17,786 | 172,058 CHF | 172,236 CHF | 98.52% | 98.52% |
03/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18,000 | 18,000 | 17,911 | 17,911 | 173,004 CHF | 173,183 CHF | 96.42% | 96.42% |
02/05/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 18,500 | 18,500 | 18,186 | 18,186 | 173,806 CHF | 173,988 CHF | 99.08% | 99.08% |