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% | 11.02 CHF | 11.03 CHF | 66,000 | 66,000 | 29,733 | 29,733 | 315,950 CHF | 316,249 CHF | 99.82% | 99.82% |
15/05/2024 | 0.10% | 10.25 CHF | 10.26 CHF | 70,000 | 70,000 | 30,686 | 30,686 | 306,889 CHF | 307,197 CHF | 99.93% | 99.93% |
14/05/2024 | 0.11% | 9.74 CHF | 9.75 CHF | 72,000 | 72,000 | 32,247 | 32,247 | 310,136 CHF | 310,459 CHF | 99.93% | 99.93% |
13/05/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 72,000 | 72,000 | 31,564 | 31,564 | 307,932 CHF | 308,248 CHF | 99.99% | 99.99% |
10/05/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 310,080 CHF | 310,395 CHF | 100.00% | 100.00% |
08/05/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 72,000 | 72,000 | 30,928 | 30,928 | 307,438 CHF | 307,748 CHF | 98.99% | 98.99% |
07/05/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 70,000 | 70,000 | 30,633 | 30,633 | 308,052 CHF | 308,359 CHF | 99.54% | 99.54% |
06/05/2024 | 0.10% | 10.03 CHF | 10.04 CHF | 71,000 | 71,000 | 30,777 | 30,777 | 305,438 CHF | 305,747 CHF | 99.75% | 99.75% |
03/05/2024 | 0.11% | 9.33 CHF | 9.34 CHF | 75,000 | 75,000 | 32,743 | 32,743 | 304,972 CHF | 305,300 CHF | 99.75% | 99.75% |
02/05/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 76,000 | 76,000 | 32,594 | 32,594 | 297,753 CHF | 298,080 CHF | 99.77% | 99.77% |