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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.11% | 9.22 CHF | 9.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 682,807 CHF | 683,557 CHF | 100.00% | 100.00% |
23/05/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 75,000 | 75,000 | 74,578 | 74,578 | 694,930 CHF | 695,680 CHF | 99.98% | 99.98% |
22/05/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 678,977 CHF | 679,727 CHF | 100.00% | 100.00% |
21/05/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 75,000 | 75,000 | 74,994 | 74,994 | 694,516 CHF | 695,266 CHF | 99.59% | 99.59% |
17/05/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 687,515 CHF | 688,265 CHF | 100.00% | 100.00% |
16/05/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 75,000 | 75,000 | 74,935 | 74,935 | 691,652 CHF | 692,402 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75,000 | 75,000 | 74,854 | 74,854 | 667,767 CHF | 668,517 CHF | 99.83% | 99.83% |
14/05/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 665,032 CHF | 665,782 CHF | 99.80% | 99.80% |
13/05/2024 | 0.11% | 8.78 CHF | 8.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 657,476 CHF | 658,226 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 668,730 CHF | 669,480 CHF | 100.00% | 100.00% |