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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 75,900 | 75,900 | 75,355 | 75,355 | 736,435 CHF | 737,189 CHF | 99.99% | 99.99% |
13/05/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 738,428 CHF | 739,177 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 75,000 | 75,000 | 74,519 | 74,519 | 736,835 CHF | 737,580 CHF | 100.00% | 100.00% |
08/05/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 74,600 | 74,600 | 74,539 | 74,539 | 739,654 CHF | 740,399 CHF | 99.16% | 99.16% |
07/05/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 74,600 | 74,600 | 74,174 | 74,174 | 735,453 CHF | 736,195 CHF | 99.69% | 99.69% |
06/05/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 73,900 | 73,900 | 73,719 | 73,719 | 736,455 CHF | 737,192 CHF | 100.00% | 100.00% |
03/05/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 73,600 | 73,600 | 73,905 | 73,905 | 740,274 CHF | 741,013 CHF | 98.76% | 98.76% |
02/05/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 74,100 | 74,100 | 75,423 | 75,423 | 750,870 CHF | 751,625 CHF | 100.00% | 100.00% |
30/04/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 74,800 | 74,800 | 74,586 | 74,586 | 737,638 CHF | 738,385 CHF | 100.00% | 100.00% |
29/04/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 74,500 | 74,500 | 74,500 | 74,500 | 741,398 CHF | 742,143 CHF | 99.81% | 99.81% |