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 | 0.40% | 9.83 CHF | 9.87 CHF | 7,800 | 7,800 | 7,686 | 7,686 | 76,219 CHF | 76,526 CHF | 100.00% | 100.00% |
15/05/2024 | 0.35% | 11.01 CHF | 11.05 CHF | 7,700 | 7,700 | 7,649 | 7,649 | 86,821 CHF | 87,127 CHF | 99.98% | 99.98% |
14/05/2024 | 0.29% | 10.96 CHF | 10.99 CHF | 8,400 | 8,400 | 8,431 | 8,431 | 87,270 CHF | 87,523 CHF | 99.75% | 99.75% |
13/05/2024 | 0.30% | 9.87 CHF | 9.90 CHF | 8,300 | 8,300 | 8,235 | 8,235 | 83,607 CHF | 83,854 CHF | 99.68% | 99.68% |
10/05/2024 | 0.29% | 10.10 CHF | 10.13 CHF | 8,200 | 8,200 | 8,143 | 8,143 | 83,848 CHF | 84,092 CHF | 99.99% | 99.99% |
08/05/2024 | 0.37% | 10.67 CHF | 10.71 CHF | 7,500 | 7,500 | 7,507 | 7,507 | 80,995 CHF | 81,295 CHF | 98.98% | 98.98% |
07/05/2024 | 0.28% | 10.93 CHF | 10.96 CHF | 8,900 | 8,900 | 8,968 | 8,968 | 95,349 CHF | 95,618 CHF | 99.18% | 99.18% |
06/05/2024 | 0.35% | 9.10 CHF | 9.13 CHF | 10,600 | 10,600 | 10,707 | 10,707 | 91,292 CHF | 91,613 CHF | 99.90% | 99.90% |
03/05/2024 | 0.39% | 7.47 CHF | 7.50 CHF | 11,900 | 11,900 | 11,965 | 11,965 | 90,130 CHF | 90,482 CHF | 99.12% | 99.12% |
02/05/2024 | 0.28% | 7.02 CHF | 7.04 CHF | 12,400 | 12,400 | 12,291 | 12,291 | 86,949 CHF | 87,195 CHF | 99.98% | 99.98% |