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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,322,420 CHF | 2,324,920 CHF | 100.00% | 100.00% |
16/05/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 250,000 | 250,000 | 249,802 | 249,802 | 2,288,250 CHF | 2,290,750 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 250,000 | 250,000 | 249,511 | 249,511 | 2,256,440 CHF | 2,258,940 CHF | 99.82% | 99.82% |
14/05/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 250,000 | 250,000 | 249,948 | 249,948 | 2,217,980 CHF | 2,220,480 CHF | 99.86% | 99.86% |
13/05/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,213,860 CHF | 2,216,360 CHF | 99.45% | 99.45% |
10/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,273,870 CHF | 2,276,370 CHF | 99.99% | 99.99% |
08/05/2024 | 0.12% | 8.62 CHF | 8.63 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 2,150,960 CHF | 2,153,460 CHF | 99.29% | 99.29% |
07/05/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 2,156,160 CHF | 2,158,660 CHF | 100.00% | 100.00% |
06/05/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,163,700 CHF | 2,166,200 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,117,830 CHF | 2,120,330 CHF | 98.19% | 98.19% |