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 | 0.11% | 9.32 CHF | 9.33 CHF | 75,000 | 75,000 | 74,939 | 74,939 | 704,028 CHF | 704,778 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 75,000 | 75,000 | 74,853 | 74,853 | 680,065 CHF | 680,815 CHF | 99.83% | 99.83% |
14/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75,000 | 75,000 | 74,995 | 74,995 | 677,335 CHF | 678,085 CHF | 99.81% | 99.81% |
13/05/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 669,788 CHF | 670,538 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 681,045 CHF | 681,795 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 681,515 CHF | 682,265 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 75,000 | 75,000 | 74,975 | 74,975 | 707,142 CHF | 707,892 CHF | 98.42% | 98.42% |
06/05/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 702,898 CHF | 703,648 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 677,393 CHF | 678,143 CHF | 99.90% | 99.90% |
02/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 680,514 CHF | 681,264 CHF | 99.56% | 99.56% |