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 | 0.19% | 10.73 CHF | 10.75 CHF | 63,000 | 63,000 | 31,700 | 31,700 | 333,504 CHF | 334,141 CHF | 99.98% | 99.98% |
15/05/2024 | 0.19% | 10.55 CHF | 10.57 CHF | 64,000 | 64,000 | 31,371 | 31,371 | 341,678 CHF | 342,309 CHF | 99.99% | 99.99% |
14/05/2024 | 0.20% | 11.24 CHF | 11.26 CHF | 62,000 | 62,000 | 32,040 | 32,040 | 338,330 CHF | 338,972 CHF | 99.99% | 99.99% |
13/05/2024 | 0.20% | 10.45 CHF | 10.47 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 330,237 CHF | 330,890 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 9.80 CHF | 9.82 CHF | 66,000 | 66,000 | 31,606 | 31,606 | 324,292 CHF | 324,926 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 10.66 CHF | 10.68 CHF | 64,000 | 64,000 | 31,466 | 31,466 | 334,668 CHF | 335,299 CHF | 96.42% | 96.42% |
07/05/2024 | 0.18% | 11.45 CHF | 11.47 CHF | 62,000 | 62,000 | 30,510 | 30,510 | 352,048 CHF | 352,660 CHF | 97.61% | 97.61% |
06/05/2024 | 0.17% | 11.74 CHF | 11.76 CHF | 61,000 | 61,000 | 30,675 | 30,675 | 364,622 CHF | 365,236 CHF | 98.41% | 98.41% |
03/05/2024 | 0.18% | 11.21 CHF | 11.23 CHF | 62,000 | 62,000 | 30,569 | 30,569 | 351,528 CHF | 352,141 CHF | 99.83% | 99.83% |
02/05/2024 | 0.17% | 11.42 CHF | 11.44 CHF | 61,000 | 61,000 | 30,047 | 30,047 | 350,625 CHF | 351,227 CHF | 99.94% | 99.94% |