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% | 10.05 CHF | 10.10 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 64,421 CHF | 64,708 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 9.30 CHF | 9.32 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 60,153 CHF | 60,436 CHF | 99.68% | 99.68% |
14/05/2024 | 0.54% | 8.78 CHF | 8.80 CHF | 10,000 | 10,000 | 6,678 | 6,678 | 57,722 CHF | 58,005 CHF | 99.78% | 99.78% |
13/05/2024 | 0.53% | 8.88 CHF | 8.90 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 58,804 CHF | 59,087 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 8.75 CHF | 8.77 CHF | 10,000 | 10,000 | 6,690 | 6,690 | 59,598 CHF | 59,881 CHF | 99.94% | 99.94% |
08/05/2024 | 0.52% | 8.90 CHF | 8.92 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 60,065 CHF | 60,348 CHF | 100.00% | 100.00% |
07/05/2024 | 0.51% | 9.22 CHF | 9.24 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 60,783 CHF | 61,066 CHF | 99.89% | 99.89% |
06/05/2024 | 0.52% | 9.08 CHF | 9.10 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 59,880 CHF | 60,162 CHF | 99.98% | 99.98% |
03/05/2024 | 0.56% | 8.38 CHF | 8.40 CHF | 10,000 | 10,000 | 6,631 | 6,631 | 55,192 CHF | 55,476 CHF | 96.82% | 96.82% |
02/05/2024 | 0.56% | 8.18 CHF | 8.20 CHF | 10,000 | 10,000 | 6,669 | 6,669 | 54,690 CHF | 54,972 CHF | 99.46% | 99.46% |