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% | 9.45 CHF | 9.46 CHF | 75,000 | 75,000 | 74,935 | 74,935 | 714,234 CHF | 714,984 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.33 CHF | 9.34 CHF | 75,000 | 75,000 | 74,853 | 74,853 | 690,247 CHF | 690,997 CHF | 100.00% | 100.00% |
14/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 687,489 CHF | 688,239 CHF | 99.81% | 99.81% |
13/05/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 679,993 CHF | 680,743 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 691,300 CHF | 692,050 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 691,816 CHF | 692,566 CHF | 99.77% | 99.77% |
07/05/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 75,000 | 75,000 | 74,976 | 74,976 | 717,521 CHF | 718,271 CHF | 98.42% | 98.42% |
06/05/2024 | 0.11% | 9.58 CHF | 9.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 713,319 CHF | 714,069 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 687,910 CHF | 688,660 CHF | 99.90% | 99.90% |
02/05/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 690,922 CHF | 691,672 CHF | 99.65% | 99.65% |