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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21,000 | 21,000 | 20,802 | 20,802 | 222,001 CHF | 223,043 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 10.95 CHF | 11.00 CHF | 21,000 | 21,000 | 21,141 | 21,141 | 233,286 CHF | 234,344 CHF | 98.73% | 98.73% |
13/05/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21,000 | 21,000 | 20,802 | 20,802 | 222,686 CHF | 223,727 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 10.85 CHF | 10.90 CHF | 21,000 | 21,000 | 20,825 | 20,825 | 224,620 CHF | 225,662 CHF | 99.42% | 99.42% |
08/05/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 21,000 | 21,000 | 21,433 | 21,433 | 239,348 CHF | 240,420 CHF | 99.44% | 99.44% |
07/05/2024 | 0.44% | 11.20 CHF | 11.25 CHF | 22,000 | 22,000 | 21,760 | 21,760 | 246,973 CHF | 248,062 CHF | 99.78% | 99.78% |
06/05/2024 | 0.44% | 11.50 CHF | 11.55 CHF | 22,000 | 22,000 | 21,727 | 21,727 | 250,354 CHF | 251,442 CHF | 83.70% | 98.55% |
03/05/2024 | 0.42% | 11.70 CHF | 11.75 CHF | 22,000 | 22,000 | 21,912 | 21,912 | 258,921 CHF | 260,017 CHF | 97.93% | 97.93% |
02/05/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 22,000 | 22,000 | 21,912 | 21,912 | 253,007 CHF | 254,103 CHF | 99.08% | 99.08% |
30/04/2024 | 0.44% | 11.35 CHF | 11.40 CHF | 22,000 | 22,000 | 21,833 | 21,833 | 248,652 CHF | 249,744 CHF | 99.73% | 99.73% |