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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.11% | 9.54 CHF | 9.55 CHF | 7,000 | 7,000 | 6,910 | 6,910 | 65,675 CHF | 65,744 CHF | 99.54% | 99.54% |
08/05/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 7,000 | 7,000 | 6,980 | 6,980 | 68,288 CHF | 68,357 CHF | 73.13% | 99.49% |
07/05/2024 | 0.49% | 10.00 CHF | 10.05 CHF | 7,100 | 7,100 | 7,030 | 7,030 | 71,155 CHF | 71,503 CHF | 99.80% | 99.80% |
06/05/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 7,200 | 7,200 | 7,111 | 7,111 | 73,826 CHF | 74,182 CHF | 98.20% | 98.20% |
03/05/2024 | 0.47% | 10.45 CHF | 10.50 CHF | 7,200 | 7,200 | 7,217 | 7,217 | 77,202 CHF | 77,563 CHF | 98.12% | 98.12% |
02/05/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 7,400 | 7,400 | 7,361 | 7,361 | 81,696 CHF | 82,064 CHF | 99.13% | 99.13% |
30/04/2024 | 0.46% | 11.10 CHF | 11.15 CHF | 7,400 | 7,400 | 7,336 | 7,336 | 80,907 CHF | 81,274 CHF | 99.32% | 99.32% |
29/04/2024 | 0.47% | 11.00 CHF | 11.05 CHF | 7,300 | 7,300 | 7,205 | 7,205 | 77,467 CHF | 77,827 CHF | 99.66% | 99.66% |
26/04/2024 | 0.45% | 10.95 CHF | 11.00 CHF | 7,300 | 7,300 | 7,357 | 7,357 | 81,758 CHF | 82,126 CHF | 99.39% | 99.39% |
25/04/2024 | 0.44% | 11.80 CHF | 11.85 CHF | 7,600 | 7,600 | 7,450 | 7,450 | 86,487 CHF | 86,860 CHF | 99.17% | 99.17% |