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 | 0.10% | 10.04 CHF | 10.05 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 3,016,150 CHF | 3,019,150 CHF | 100.00% | 100.00% |
15/05/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 2,945,960 CHF | 2,948,960 CHF | 99.89% | 99.89% |
14/05/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 2,896,920 CHF | 2,899,920 CHF | 99.78% | 99.78% |
13/05/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,897,760 CHF | 2,900,760 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.63 CHF | 9.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,876,700 CHF | 2,879,700 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,787,000 CHF | 2,790,000 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 300,000 | 300,000 | 299,850 | 299,850 | 2,718,930 CHF | 2,721,930 CHF | 96.15% | 96.15% |
06/05/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,647,660 CHF | 2,650,660 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,602,570 CHF | 2,605,570 CHF | 99.91% | 99.91% |
02/05/2024 | 0.12% | 8.55 CHF | 8.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,591,220 CHF | 2,594,220 CHF | 99.57% | 99.57% |