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 | 0.44% | 11.45 CHF | 11.50 CHF | 80,000 | 80,000 | 79,597 | 79,597 | 907,655 CHF | 911,637 CHF | 99.52% | 99.52% |
15/05/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 80,000 | 80,000 | 79,316 | 79,316 | 882,783 CHF | 886,753 CHF | 99.91% | 99.91% |
14/05/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 80,000 | 80,000 | 79,623 | 79,623 | 876,823 CHF | 880,806 CHF | 99.34% | 99.34% |
13/05/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 888,014 CHF | 892,014 CHF | 97.78% | 97.78% |
10/05/2024 | 0.45% | 11.05 CHF | 11.10 CHF | 80,000 | 80,000 | 79,641 | 79,641 | 881,573 CHF | 885,557 CHF | 98.94% | 98.94% |
08/05/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 80,000 | 80,000 | 79,242 | 79,240 | 834,787 CHF | 838,728 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 80,000 | 80,000 | 79,848 | 79,848 | 841,235 CHF | 845,228 CHF | 98.77% | 98.77% |
06/05/2024 | 0.48% | 10.40 CHF | 10.45 CHF | 80,000 | 80,000 | 79,564 | 79,564 | 828,409 CHF | 832,390 CHF | 97.78% | 97.78% |
03/05/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 80,000 | 80,000 | 79,689 | 79,689 | 815,892 CHF | 819,879 CHF | 97.68% | 97.68% |
02/05/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 80,000 | 80,000 | 79,542 | 79,542 | 786,094 CHF | 786,890 CHF | 98.94% | 98.94% |