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 | 0.10% | 10.91 CHF | 10.92 CHF | 66,000 | 66,000 | 29,771 | 29,771 | 312,859 CHF | 313,157 CHF | 99.92% | 99.92% |
15/05/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 70,000 | 70,000 | 30,713 | 30,713 | 303,495 CHF | 303,803 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 9.62 CHF | 9.63 CHF | 72,000 | 72,000 | 32,265 | 32,265 | 306,465 CHF | 306,788 CHF | 99.88% | 99.88% |
13/05/2024 | 0.11% | 9.71 CHF | 9.72 CHF | 72,000 | 72,000 | 31,570 | 31,570 | 304,211 CHF | 304,527 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 306,319 CHF | 306,634 CHF | 100.00% | 100.00% |
08/05/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 72,000 | 72,000 | 30,956 | 30,956 | 304,002 CHF | 304,312 CHF | 98.99% | 98.99% |
07/05/2024 | 0.10% | 10.06 CHF | 10.07 CHF | 70,000 | 70,000 | 30,660 | 30,660 | 304,691 CHF | 304,998 CHF | 99.63% | 99.63% |
06/05/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 71,000 | 71,000 | 30,851 | 30,851 | 302,496 CHF | 302,805 CHF | 99.94% | 99.94% |
03/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 75,000 | 75,000 | 32,684 | 32,684 | 300,522 CHF | 300,849 CHF | 99.61% | 99.61% |
02/05/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 76,000 | 76,000 | 32,631 | 32,631 | 294,124 CHF | 294,451 CHF | 99.86% | 99.86% |