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% | 8.95 CHF | 8.96 CHF | 75,000 | 75,000 | 74,939 | 74,939 | 676,898 CHF | 677,648 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 74,852 | 74,852 | 653,025 CHF | 653,775 CHF | 100.00% | 100.00% |
14/05/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 75,000 | 75,000 | 74,995 | 74,995 | 650,312 CHF | 651,062 CHF | 99.81% | 99.81% |
13/05/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 642,704 CHF | 643,454 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.65 CHF | 8.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 653,948 CHF | 654,698 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 8.74 CHF | 8.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 654,340 CHF | 655,090 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75,000 | 75,000 | 74,975 | 74,975 | 679,850 CHF | 680,600 CHF | 98.42% | 98.42% |
06/05/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 675,576 CHF | 676,326 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 649,934 CHF | 650,684 CHF | 99.88% | 99.88% |
02/05/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 653,194 CHF | 653,944 CHF | 99.58% | 99.58% |