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 | 0.39% | 9.79 CHF | 9.83 CHF | 12,700 | 12,700 | 12,479 | 12,479 | 129,512 CHF | 130,012 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 11.11 CHF | 11.15 CHF | 12,900 | 12,900 | 12,813 | 12,813 | 143,562 CHF | 144,076 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 10.53 CHF | 10.57 CHF | 12,900 | 12,900 | 12,907 | 12,907 | 135,186 CHF | 135,702 CHF | 99.67% | 99.67% |
13/05/2024 | 0.38% | 10.47 CHF | 10.51 CHF | 13,000 | 13,000 | 13,188 | 13,188 | 136,815 CHF | 137,343 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 10.41 CHF | 10.45 CHF | 13,600 | 13,600 | 13,321 | 13,321 | 142,322 CHF | 142,854 CHF | 99.99% | 99.99% |
08/05/2024 | 0.43% | 9.33 CHF | 9.37 CHF | 14,300 | 14,300 | 14,239 | 14,239 | 133,659 CHF | 134,229 CHF | 99.15% | 99.15% |
07/05/2024 | 0.42% | 9.60 CHF | 9.64 CHF | 14,200 | 14,200 | 14,140 | 14,140 | 133,766 CHF | 134,332 CHF | 99.65% | 99.65% |
06/05/2024 | 0.41% | 9.73 CHF | 9.77 CHF | 14,500 | 14,500 | 14,440 | 14,440 | 139,795 CHF | 140,372 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 9.40 CHF | 9.44 CHF | 14,200 | 14,200 | 14,142 | 14,142 | 135,373 CHF | 135,938 CHF | 99.86% | 99.86% |
02/05/2024 | 0.41% | 9.64 CHF | 9.68 CHF | 15,200 | 15,200 | 15,137 | 15,137 | 146,206 CHF | 146,812 CHF | 99.97% | 99.97% |