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 | 0.49% | 10.30 CHF | 10.35 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 101,422 CHF | 101,918 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 10.10 CHF | 10.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 98,834 CHF | 99,068 CHF | 99.96% | 99.96% |
14/05/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 10,000 | 10,000 | 9,938 | 9,937 | 98,089 CHF | 98,184 CHF | 99.37% | 99.37% |
13/05/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 98,620 CHF | 98,712 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 10,000 | 10,000 | 9,916 | 9,916 | 98,437 CHF | 98,536 CHF | 99.34% | 99.34% |
08/05/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 10,000 | 10,000 | 9,946 | 9,946 | 93,355 CHF | 93,455 CHF | 99.65% | 99.65% |
07/05/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 10,000 | 10,000 | 9,895 | 9,895 | 92,990 CHF | 93,089 CHF | 99.72% | 99.72% |
06/05/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 10,000 | 10,000 | 9,903 | 9,903 | 91,841 CHF | 91,940 CHF | 98.48% | 98.48% |
03/05/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 10,000 | 10,000 | 9,948 | 9,948 | 90,517 CHF | 90,617 CHF | 96.90% | 96.90% |
02/05/2024 | 0.12% | 8.77 CHF | 8.78 CHF | 10,000 | 10,000 | 9,928 | 9,928 | 86,528 CHF | 86,627 CHF | 99.58% | 99.58% |