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 | 0.50% | 10.30 CHF | 10.35 CHF | 10,000 | 10,000 | 6,695 | 6,695 | 65,992 CHF | 66,307 CHF | 99.91% | 99.91% |
15/05/2024 | 0.51% | 9.53 CHF | 9.55 CHF | 10,000 | 10,000 | 6,688 | 6,688 | 61,695 CHF | 61,977 CHF | 99.89% | 99.89% |
14/05/2024 | 0.52% | 9.02 CHF | 9.04 CHF | 10,000 | 10,000 | 6,714 | 6,714 | 59,613 CHF | 59,897 CHF | 99.52% | 99.52% |
13/05/2024 | 0.51% | 9.11 CHF | 9.13 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 60,379 CHF | 60,662 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 8.99 CHF | 9.01 CHF | 10,000 | 10,000 | 6,689 | 6,689 | 61,151 CHF | 61,434 CHF | 99.90% | 99.90% |
08/05/2024 | 0.50% | 9.14 CHF | 9.16 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 61,635 CHF | 61,918 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 9.46 CHF | 9.48 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 62,351 CHF | 62,634 CHF | 100.00% | 100.00% |
06/05/2024 | 0.51% | 9.31 CHF | 9.33 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 61,440 CHF | 61,723 CHF | 99.98% | 99.98% |
03/05/2024 | 0.55% | 8.61 CHF | 8.63 CHF | 10,000 | 10,000 | 6,623 | 6,623 | 56,659 CHF | 56,943 CHF | 96.76% | 96.76% |
02/05/2024 | 0.55% | 8.41 CHF | 8.43 CHF | 10,000 | 10,000 | 6,668 | 6,668 | 56,254 CHF | 56,537 CHF | 99.26% | 99.26% |