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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.58% | 9.99 CHF | 10.05 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 39,288 CHF | 39,513 CHF | 100.00% | 100.00% |
24/05/2024 | 0.49% | 10.45 CHF | 10.50 CHF | 4,000 | 4,000 | 3,960 | 3,960 | 40,694 CHF | 40,892 CHF | 94.50% | 94.50% |
23/05/2024 | 0.56% | 9.85 CHF | 9.91 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 39,519 CHF | 39,738 CHF | 98.84% | 98.84% |
22/05/2024 | 0.62% | 9.78 CHF | 9.84 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 38,250 CHF | 38,486 CHF | 97.68% | 100.00% |
21/05/2024 | 0.89% | 9.61 CHF | 9.69 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 33,566 CHF | 33,861 CHF | 99.63% | 99.63% |
17/05/2024 | 0.41% | 12.40 CHF | 12.45 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 36,676 CHF | 36,825 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 12.15 CHF | 12.25 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 37,168 CHF | 37,465 CHF | 99.92% | 99.92% |
15/05/2024 | 0.42% | 13.00 CHF | 13.05 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 36,161 CHF | 36,310 CHF | 99.96% | 99.96% |
14/05/2024 | 0.56% | 9.72 CHF | 9.79 CHF | 3,000 | 3,000 | 2,981 | 2,981 | 30,519 CHF | 30,688 CHF | 99.11% | 99.11% |
13/05/2024 | 0.44% | 11.15 CHF | 11.20 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 34,099 CHF | 34,248 CHF | 100.00% | 100.00% |