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% | 9.22 CHF | 9.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 237,868 CHF | 238,118 CHF | 99.26% | 99.26% |
15/05/2024 | 0.10% | 10.41 CHF | 10.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 258,294 CHF | 258,544 CHF | 97.57% | 97.57% |
14/05/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 256,446 CHF | 256,696 CHF | 99.17% | 99.17% |
13/05/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 261,108 CHF | 261,358 CHF | 99.38% | 99.38% |
10/05/2024 | 0.10% | 10.43 CHF | 10.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 259,312 CHF | 259,562 CHF | 96.01% | 96.01% |
08/05/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 245,241 CHF | 245,491 CHF | 99.39% | 99.39% |
07/05/2024 | 0.11% | 9.71 CHF | 9.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 235,927 CHF | 236,177 CHF | 97.64% | 97.64% |
06/05/2024 | 0.11% | 9.54 CHF | 9.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 237,379 CHF | 237,629 CHF | 99.23% | 99.23% |
03/05/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 231,990 CHF | 232,240 CHF | 99.11% | 99.11% |
02/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 229,149 CHF | 229,399 CHF | 99.38% | 99.38% |