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% | 9.38 CHF | 9.39 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 2,815,850 CHF | 2,818,850 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 300,000 | 300,000 | 299,426 | 299,426 | 2,745,950 CHF | 2,748,950 CHF | 99.89% | 99.89% |
14/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 2,696,530 CHF | 2,699,530 CHF | 99.80% | 99.80% |
13/05/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,697,280 CHF | 2,700,280 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.96 CHF | 8.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,676,290 CHF | 2,679,290 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,586,760 CHF | 2,589,760 CHF | 99.77% | 99.77% |
07/05/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 300,000 | 300,000 | 299,853 | 299,853 | 2,518,680 CHF | 2,521,680 CHF | 96.14% | 96.14% |
06/05/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,447,240 CHF | 2,450,240 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.01 CHF | 8.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,402,110 CHF | 2,405,110 CHF | 99.89% | 99.89% |
02/05/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,390,790 CHF | 2,393,790 CHF | 99.62% | 99.62% |