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 | 0.10% | 9.72 CHF | 9.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 977,653 CHF | 978,653 CHF | 99.02% | 99.02% |
15/05/2024 | 0.11% | 9.86 CHF | 9.87 CHF | 100,000 | 100,000 | 97,933 | 97,933 | 956,571 CHF | 957,561 CHF | 98.05% | 98.05% |
14/05/2024 | 0.10% | 9.75 CHF | 9.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 969,952 CHF | 970,952 CHF | 97.71% | 97.71% |
13/05/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 969,399 CHF | 970,399 CHF | 99.99% | 99.99% |
10/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 972,898 CHF | 973,898 CHF | 98.68% | 98.68% |
08/05/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 943,552 CHF | 944,552 CHF | 100.00% | 100.00% |
07/05/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 919,795 CHF | 920,795 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 899,012 CHF | 900,012 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 882,488 CHF | 883,488 CHF | 97.45% | 97.45% |
02/05/2024 | 0.11% | 8.74 CHF | 8.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 875,535 CHF | 876,535 CHF | 99.49% | 99.49% |