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% | 9.12 CHF | 9.13 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 689,377 CHF | 690,127 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75,000 | 75,000 | 74,856 | 74,856 | 665,478 CHF | 666,228 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 662,684 CHF | 663,434 CHF | 99.82% | 99.82% |
13/05/2024 | 0.11% | 8.75 CHF | 8.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 655,130 CHF | 655,880 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 666,392 CHF | 667,142 CHF | 99.99% | 99.99% |
08/05/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 666,841 CHF | 667,591 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 75,000 | 75,000 | 74,975 | 74,975 | 692,424 CHF | 693,174 CHF | 98.42% | 98.42% |
06/05/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,154 CHF | 688,904 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 662,582 CHF | 663,332 CHF | 99.87% | 99.87% |
02/05/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 665,762 CHF | 666,512 CHF | 99.58% | 99.58% |