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 | 0.41% | 12.35 CHF | 12.40 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 109,401 CHF | 109,848 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 109,072 CHF | 109,518 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 12.25 CHF | 12.30 CHF | 9,000 | 9,000 | 8,959 | 8,959 | 107,344 CHF | 107,792 CHF | 98.82% | 98.82% |
13/05/2024 | 0.44% | 11.70 CHF | 11.75 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 102,480 CHF | 102,926 CHF | 99.84% | 99.84% |
10/05/2024 | 0.44% | 11.50 CHF | 11.55 CHF | 9,000 | 9,000 | 8,935 | 8,935 | 102,978 CHF | 103,425 CHF | 99.48% | 99.48% |
08/05/2024 | 0.43% | 11.45 CHF | 11.50 CHF | 9,000 | 9,000 | 8,980 | 8,980 | 103,376 CHF | 103,825 CHF | 99.43% | 99.43% |
07/05/2024 | 0.45% | 11.45 CHF | 11.50 CHF | 9,000 | 9,000 | 8,908 | 8,908 | 100,629 CHF | 101,075 CHF | 99.67% | 99.67% |
06/05/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 9,000 | 9,000 | 8,898 | 8,898 | 99,626 CHF | 100,071 CHF | 98.61% | 98.61% |
03/05/2024 | 0.46% | 10.90 CHF | 10.95 CHF | 9,000 | 9,000 | 8,955 | 8,955 | 97,588 CHF | 98,036 CHF | 97.88% | 97.88% |
02/05/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 9,000 | 9,000 | 9,059 | 9,059 | 98,289 CHF | 98,742 CHF | 99.33% | 99.33% |