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 | 0.11% | 9.08 CHF | 9.09 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 17,944 CHF | 17,964 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,430 CHF | 18,450 CHF | 99.94% | 99.94% |
14/05/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 2,000 | 2,000 | 1,988 | 1,988 | 18,789 CHF | 18,808 CHF | 98.91% | 98.91% |
13/05/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,838 CHF | 18,858 CHF | 99.76% | 99.76% |
10/05/2024 | 0.11% | 9.59 CHF | 9.60 CHF | 2,000 | 2,000 | 1,985 | 1,985 | 18,825 CHF | 18,844 CHF | 99.30% | 99.30% |
08/05/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 2,000 | 2,000 | 1,995 | 1,995 | 18,969 CHF | 18,989 CHF | 86.66% | 99.47% |
07/05/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 2,000 | 2,000 | 1,978 | 1,978 | 19,122 CHF | 19,142 CHF | 99.69% | 99.69% |
06/05/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 2,000 | 2,000 | 1,977 | 1,977 | 19,188 CHF | 19,208 CHF | 98.44% | 98.44% |
03/05/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 2,000 | 2,000 | 1,992 | 1,992 | 19,413 CHF | 19,433 CHF | 97.40% | 97.40% |
02/05/2024 | 0.11% | 9.58 CHF | 9.59 CHF | 2,000 | 2,000 | 1,990 | 1,990 | 18,925 CHF | 18,945 CHF | 99.17% | 99.17% |