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 | 0.48% | 10.70 CHF | 10.75 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 94,460 CHF | 94,907 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 94,108 CHF | 94,554 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 10.55 CHF | 10.60 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 91,861 CHF | 92,307 CHF | 99.30% | 99.30% |
13/05/2024 | 0.21% | 10.00 CHF | 10.05 CHF | 9,000 | 9,000 | 8,915 | 8,915 | 87,616 CHF | 87,801 CHF | 99.84% | 99.84% |
10/05/2024 | 0.20% | 9.84 CHF | 9.86 CHF | 9,000 | 9,000 | 8,931 | 8,931 | 88,060 CHF | 88,239 CHF | 99.34% | 99.34% |
08/05/2024 | 0.20% | 9.77 CHF | 9.79 CHF | 9,000 | 9,000 | 8,982 | 8,982 | 88,474 CHF | 88,654 CHF | 99.41% | 99.41% |
07/05/2024 | 0.21% | 9.77 CHF | 9.79 CHF | 9,000 | 9,000 | 8,908 | 8,908 | 85,829 CHF | 86,007 CHF | 99.70% | 99.70% |
06/05/2024 | 0.21% | 9.61 CHF | 9.63 CHF | 9,000 | 9,000 | 8,904 | 8,904 | 84,866 CHF | 85,044 CHF | 98.41% | 98.41% |
03/05/2024 | 0.22% | 9.22 CHF | 9.24 CHF | 9,000 | 9,000 | 8,907 | 8,907 | 82,282 CHF | 82,460 CHF | 96.87% | 96.87% |
02/05/2024 | 0.22% | 9.36 CHF | 9.38 CHF | 9,000 | 9,000 | 9,056 | 9,056 | 83,227 CHF | 83,408 CHF | 98.82% | 98.82% |