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% | 10.45 CHF | 10.46 CHF | 66,000 | 66,000 | 29,776 | 29,776 | 299,301 CHF | 299,599 CHF | 99.93% | 99.93% |
15/05/2024 | 0.11% | 9.67 CHF | 9.68 CHF | 70,000 | 70,000 | 30,711 | 30,711 | 289,405 CHF | 289,713 CHF | 99.99% | 99.99% |
14/05/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 72,000 | 72,000 | 32,264 | 32,264 | 291,618 CHF | 291,941 CHF | 99.89% | 99.89% |
13/05/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 72,000 | 72,000 | 31,571 | 31,571 | 289,710 CHF | 290,027 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 291,906 CHF | 292,221 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 72,000 | 72,000 | 30,948 | 30,948 | 289,723 CHF | 290,033 CHF | 99.06% | 99.06% |
07/05/2024 | 0.11% | 9.60 CHF | 9.61 CHF | 70,000 | 70,000 | 30,667 | 30,667 | 290,690 CHF | 290,998 CHF | 99.64% | 99.64% |
06/05/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 71,000 | 71,000 | 30,852 | 30,852 | 288,369 CHF | 288,678 CHF | 99.94% | 99.94% |
03/05/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 75,000 | 75,000 | 32,653 | 32,653 | 285,292 CHF | 285,619 CHF | 99.53% | 99.53% |
02/05/2024 | 0.12% | 8.55 CHF | 8.56 CHF | 76,000 | 76,000 | 32,630 | 32,630 | 279,077 CHF | 279,404 CHF | 99.86% | 99.86% |