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 | 0.44% | 11.35 CHF | 11.40 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 113,068 CHF | 113,563 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 11.55 CHF | 11.60 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 115,076 CHF | 115,572 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 10,000 | 10,000 | 9,939 | 9,939 | 114,016 CHF | 114,513 CHF | 99.06% | 99.06% |
13/05/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 115,502 CHF | 115,998 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 11.85 CHF | 11.90 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 116,799 CHF | 117,295 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10,000 | 10,000 | 9,937 | 9,937 | 118,298 CHF | 118,795 CHF | 99.76% | 99.76% |
07/05/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10,000 | 10,000 | 9,886 | 9,886 | 118,741 CHF | 119,236 CHF | 99.88% | 99.88% |
06/05/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10,000 | 10,000 | 9,868 | 9,868 | 117,693 CHF | 118,187 CHF | 96.44% | 100.00% |
03/05/2024 | 0.43% | 11.90 CHF | 11.95 CHF | 10,000 | 10,000 | 9,927 | 9,927 | 116,134 CHF | 116,631 CHF | 96.92% | 96.92% |
02/05/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10,000 | 10,000 | 9,918 | 9,918 | 120,829 CHF | 121,325 CHF | 99.56% | 99.56% |