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 | 0.40% | 10.08 CHF | 10.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 251,830 CHF | 252,830 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 10.06 CHF | 10.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,867 CHF | 251,867 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 10.01 CHF | 10.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,118 CHF | 251,118 CHF | 99.99% | 99.99% |
13/05/2024 | 0.40% | 10.01 CHF | 10.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,051 CHF | 251,051 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 10.00 CHF | 10.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,111 CHF | 251,111 CHF | 96.65% | 96.65% |
08/05/2024 | 0.40% | 9.97 CHF | 10.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 249,185 CHF | 250,185 CHF | 100.00% | 100.00% |
07/05/2024 | 0.40% | 9.97 CHF | 10.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 248,851 CHF | 249,851 CHF | 100.00% | 100.00% |
06/05/2024 | 0.40% | 9.92 CHF | 9.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 247,999 CHF | 248,999 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 9.88 CHF | 9.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 247,056 CHF | 248,056 CHF | 99.97% | 99.97% |
02/05/2024 | 0.40% | 9.88 CHF | 9.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 246,951 CHF | 247,951 CHF | 100.00% | 100.00% |