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 | 0.11% | 9.56 CHF | 9.57 CHF | 17,500 | 17,500 | 17,335 | 17,335 | 165,718 CHF | 165,892 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.58 CHF | 9.59 CHF | 17,500 | 17,500 | 17,649 | 17,649 | 166,429 CHF | 166,605 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 18,000 | 18,000 | 17,900 | 17,900 | 167,807 CHF | 167,986 CHF | 98.95% | 98.95% |
13/05/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 17,500 | 17,500 | 17,343 | 17,343 | 164,926 CHF | 165,100 CHF | 99.76% | 99.76% |
10/05/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 18,000 | 18,000 | 17,709 | 17,709 | 166,887 CHF | 167,064 CHF | 99.39% | 99.39% |
08/05/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 18,000 | 18,000 | 17,504 | 17,504 | 165,722 CHF | 165,897 CHF | 99.40% | 99.40% |
07/05/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 18,000 | 18,000 | 17,819 | 17,819 | 163,757 CHF | 163,935 CHF | 99.68% | 99.68% |
06/05/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 18,000 | 18,000 | 17,800 | 17,800 | 162,204 CHF | 162,382 CHF | 98.19% | 98.19% |
03/05/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 18,000 | 18,000 | 17,923 | 17,923 | 163,035 CHF | 163,215 CHF | 96.99% | 96.99% |
02/05/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 18,500 | 18,500 | 18,156 | 18,156 | 163,321 CHF | 163,502 CHF | 99.05% | 99.05% |