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% | 10.22 CHF | 10.23 CHF | 66,000 | 66,000 | 29,777 | 29,777 | 292,472 CHF | 292,771 CHF | 99.93% | 99.93% |
15/05/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 70,000 | 70,000 | 30,710 | 30,710 | 282,344 CHF | 282,652 CHF | 99.99% | 99.99% |
14/05/2024 | 0.12% | 8.93 CHF | 8.94 CHF | 72,000 | 72,000 | 32,264 | 32,264 | 284,212 CHF | 284,536 CHF | 99.89% | 99.89% |
13/05/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 72,000 | 72,000 | 31,570 | 31,570 | 282,463 CHF | 282,779 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 284,702 CHF | 285,017 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 72,000 | 72,000 | 30,956 | 30,956 | 282,680 CHF | 282,990 CHF | 98.99% | 98.99% |
07/05/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 70,000 | 70,000 | 30,670 | 30,670 | 283,677 CHF | 283,984 CHF | 99.65% | 99.65% |
06/05/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 71,000 | 71,000 | 30,851 | 30,851 | 281,303 CHF | 281,612 CHF | 99.94% | 99.94% |
03/05/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75,000 | 75,000 | 32,654 | 32,654 | 277,818 CHF | 278,146 CHF | 99.53% | 99.53% |
02/05/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 76,000 | 76,000 | 32,630 | 32,630 | 271,572 CHF | 271,899 CHF | 99.86% | 99.86% |