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 | 0.43% | 11.60 CHF | 11.65 CHF | 80,000 | 80,000 | 79,592 | 79,592 | 920,142 CHF | 924,124 CHF | 99.52% | 99.52% |
15/05/2024 | 0.45% | 11.45 CHF | 11.50 CHF | 80,000 | 80,000 | 79,306 | 79,306 | 895,454 CHF | 899,423 CHF | 99.92% | 99.92% |
14/05/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 80,000 | 80,000 | 79,419 | 79,419 | 887,931 CHF | 891,905 CHF | 99.68% | 99.68% |
13/05/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 80,000 | 80,000 | 79,250 | 79,247 | 892,602 CHF | 896,533 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 80,000 | 80,000 | 79,312 | 79,312 | 890,850 CHF | 894,820 CHF | 99.22% | 99.22% |
08/05/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 80,000 | 80,000 | 79,492 | 79,492 | 850,049 CHF | 854,026 CHF | 99.66% | 99.66% |
07/05/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 80,000 | 80,000 | 79,847 | 79,847 | 854,663 CHF | 858,656 CHF | 98.86% | 98.86% |
06/05/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 80,000 | 80,000 | 79,670 | 79,670 | 842,610 CHF | 846,595 CHF | 97.91% | 97.91% |
03/05/2024 | 0.48% | 10.40 CHF | 10.45 CHF | 80,000 | 80,000 | 79,664 | 79,664 | 828,740 CHF | 832,725 CHF | 98.09% | 98.09% |
02/05/2024 | 0.47% | 10.10 CHF | 10.15 CHF | 80,000 | 80,000 | 79,494 | 79,494 | 796,906 CHF | 800,663 CHF | 98.45% | 98.45% |