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 | 0.20% | 10.19 CHF | 10.21 CHF | 59,000 | 59,000 | 58,849 | 58,849 | 594,922 CHF | 596,102 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 10.12 CHF | 10.14 CHF | 59,100 | 59,100 | 59,397 | 59,397 | 598,094 CHF | 599,283 CHF | 99.99% | 99.99% |
13/05/2024 | 0.20% | 10.03 CHF | 10.05 CHF | 59,600 | 59,600 | 59,600 | 59,600 | 594,119 CHF | 595,311 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 9.90 CHF | 9.92 CHF | 59,600 | 59,600 | 59,901 | 59,901 | 595,087 CHF | 595,923 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 9.89 CHF | 9.91 CHF | 59,900 | 59,900 | 59,899 | 59,899 | 592,229 CHF | 593,427 CHF | 99.16% | 99.16% |
07/05/2024 | 0.14% | 9.92 CHF | 9.94 CHF | 59,900 | 59,900 | 60,132 | 60,132 | 595,563 CHF | 596,405 CHF | 99.69% | 99.69% |
06/05/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 60,300 | 60,300 | 60,420 | 60,420 | 593,158 CHF | 593,762 CHF | 100.00% | 100.00% |
03/05/2024 | 0.10% | 9.75 CHF | 9.76 CHF | 60,500 | 60,500 | 60,317 | 60,317 | 590,361 CHF | 590,964 CHF | 98.78% | 98.78% |
02/05/2024 | 0.16% | 9.88 CHF | 9.89 CHF | 60,200 | 60,200 | 59,358 | 59,358 | 585,194 CHF | 586,141 CHF | 99.97% | 99.97% |
30/04/2024 | 0.20% | 10.07 CHF | 10.09 CHF | 59,700 | 59,700 | 59,802 | 59,802 | 594,985 CHF | 596,182 CHF | 100.00% | 100.00% |