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% | 10.17 CHF | 10.18 CHF | 66,000 | 66,000 | 29,315 | 29,315 | 290,881 CHF | 291,175 CHF | 99.89% | 99.89% |
23/05/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 67,000 | 67,000 | 28,342 | 28,342 | 293,775 CHF | 294,060 CHF | 100.00% | 100.00% |
22/05/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 65,000 | 65,000 | 28,916 | 28,916 | 295,443 CHF | 295,733 CHF | 99.95% | 99.95% |
21/05/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 67,000 | 67,000 | 29,410 | 29,410 | 295,701 CHF | 295,996 CHF | 99.68% | 99.68% |
17/05/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 66,000 | 66,000 | 28,323 | 28,323 | 286,747 CHF | 287,030 CHF | 99.40% | 99.40% |
16/05/2024 | 0.11% | 10.14 CHF | 10.15 CHF | 66,000 | 66,000 | 29,746 | 29,746 | 289,911 CHF | 290,210 CHF | 99.85% | 99.85% |
15/05/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 70,000 | 70,000 | 30,689 | 30,689 | 279,892 CHF | 280,200 CHF | 99.94% | 99.94% |
14/05/2024 | 0.12% | 8.85 CHF | 8.86 CHF | 72,000 | 72,000 | 32,235 | 32,235 | 281,572 CHF | 281,895 CHF | 99.90% | 99.90% |
13/05/2024 | 0.12% | 8.95 CHF | 8.96 CHF | 72,000 | 72,000 | 31,563 | 31,563 | 280,059 CHF | 280,375 CHF | 99.98% | 99.98% |
10/05/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 282,361 CHF | 282,675 CHF | 100.00% | 100.00% |