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% | 9.03 CHF | 9.04 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 156,607 CHF | 156,781 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.06 CHF | 9.07 CHF | 17,500 | 17,500 | 17,648 | 17,648 | 157,136 CHF | 157,312 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 18,000 | 18,000 | 17,867 | 17,867 | 158,066 CHF | 158,245 CHF | 99.07% | 99.07% |
13/05/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 17,500 | 17,500 | 17,343 | 17,343 | 155,813 CHF | 155,986 CHF | 99.76% | 99.76% |
10/05/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 18,000 | 18,000 | 17,651 | 17,651 | 157,061 CHF | 157,238 CHF | 99.59% | 99.59% |
08/05/2024 | 0.11% | 8.89 CHF | 8.90 CHF | 18,000 | 18,000 | 17,486 | 17,486 | 156,365 CHF | 156,540 CHF | 99.52% | 99.52% |
07/05/2024 | 0.12% | 8.88 CHF | 8.89 CHF | 18,000 | 18,000 | 17,815 | 17,815 | 154,383 CHF | 154,561 CHF | 99.69% | 99.69% |
06/05/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 18,000 | 18,000 | 17,795 | 17,795 | 152,800 CHF | 152,978 CHF | 98.22% | 98.22% |
03/05/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 18,000 | 18,000 | 17,920 | 17,920 | 153,648 CHF | 153,828 CHF | 96.34% | 96.34% |
02/05/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 18,000 | 18,000 | 18,161 | 18,161 | 153,814 CHF | 153,996 CHF | 99.22% | 99.22% |