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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 300,000 | 300,000 | 299,433 | 299,433 | 2,865,140 CHF | 2,868,140 CHF | 99.89% | 99.89% |
14/05/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 300,000 | 300,000 | 299,969 | 299,969 | 2,815,970 CHF | 2,818,970 CHF | 99.78% | 99.78% |
13/05/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,816,760 CHF | 2,819,760 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,795,700 CHF | 2,798,700 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,706,000 CHF | 2,709,000 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 300,000 | 300,000 | 299,850 | 299,850 | 2,637,960 CHF | 2,640,960 CHF | 96.15% | 96.15% |
06/05/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,566,660 CHF | 2,569,660 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,521,570 CHF | 2,524,570 CHF | 99.91% | 99.91% |
02/05/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,510,220 CHF | 2,513,220 CHF | 99.57% | 99.57% |
30/04/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 300,000 | 300,000 | 299,788 | 299,788 | 2,543,460 CHF | 2,546,460 CHF | 100.00% | 100.00% |