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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.10% | 10.40 CHF | 10.41 CHF | 66,000 | 66,000 | 29,294 | 29,294 | 297,276 CHF | 297,570 CHF | 99.84% | 99.84% |
23/05/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 67,000 | 67,000 | 28,376 | 28,376 | 300,526 CHF | 300,811 CHF | 99.79% | 99.79% |
22/05/2024 | 0.10% | 10.62 CHF | 10.63 CHF | 65,000 | 65,000 | 28,920 | 28,920 | 302,010 CHF | 302,299 CHF | 99.96% | 99.96% |
21/05/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 67,000 | 67,000 | 29,404 | 29,404 | 302,232 CHF | 302,526 CHF | 99.73% | 99.73% |
17/05/2024 | 0.10% | 10.44 CHF | 10.45 CHF | 66,000 | 66,000 | 28,298 | 28,298 | 292,819 CHF | 293,102 CHF | 99.33% | 99.33% |
16/05/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 66,000 | 66,000 | 29,738 | 29,738 | 296,442 CHF | 296,740 CHF | 99.83% | 99.83% |
15/05/2024 | 0.11% | 9.59 CHF | 9.60 CHF | 70,000 | 70,000 | 30,696 | 30,696 | 286,786 CHF | 287,094 CHF | 99.96% | 99.96% |
14/05/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 72,000 | 72,000 | 32,245 | 32,245 | 288,857 CHF | 289,180 CHF | 99.95% | 99.95% |
13/05/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 72,000 | 72,000 | 31,572 | 31,572 | 287,182 CHF | 287,499 CHF | 99.96% | 99.96% |
10/05/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 73,000 | 73,000 | 31,405 | 31,405 | 289,344 CHF | 289,658 CHF | 99.99% | 99.99% |