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 | 1.00% | 9.60 CHF | 9.69 CHF | 500 | 500 | 500 | 500 | 4,806 CHF | 4,854 CHF | 100.00% | 100.00% |
15/05/2024 | 0.99% | 9.64 CHF | 9.73 CHF | 500 | 500 | 500 | 500 | 4,802 CHF | 4,850 CHF | 100.00% | 100.00% |
14/05/2024 | 1.02% | 9.62 CHF | 9.72 CHF | 500 | 500 | 500 | 500 | 4,812 CHF | 4,861 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 9.62 CHF | 9.72 CHF | 500 | 500 | 500 | 500 | 4,817 CHF | 4,863 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 9.70 CHF | 9.80 CHF | 500 | 500 | 500 | 500 | 4,865 CHF | 4,913 CHF | 100.00% | 100.00% |
08/05/2024 | 1.03% | 9.66 CHF | 9.76 CHF | 500 | 500 | 500 | 500 | 4,830 CHF | 4,880 CHF | 100.00% | 100.00% |
07/05/2024 | 0.97% | 9.78 CHF | 9.87 CHF | 500 | 500 | 500 | 500 | 4,903 CHF | 4,951 CHF | 100.00% | 100.00% |
06/05/2024 | 0.96% | 9.83 CHF | 9.93 CHF | 500 | 500 | 500 | 500 | 4,903 CHF | 4,950 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 9.74 CHF | 9.84 CHF | 500 | 500 | 500 | 500 | 4,872 CHF | 4,921 CHF | 100.00% | 100.00% |
02/05/2024 | 0.94% | 9.75 CHF | 9.85 CHF | 500 | 500 | 500 | 500 | 4,867 CHF | 4,913 CHF | 99.90% | 99.90% |