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 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 2,544,740 CHF | 2,547,740 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 300,000 | 300,000 | 299,422 | 299,422 | 2,475,050 CHF | 2,478,050 CHF | 99.90% | 99.90% |
14/05/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 300,000 | 300,000 | 299,963 | 299,963 | 2,425,130 CHF | 2,428,130 CHF | 99.81% | 99.81% |
13/05/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,426,210 CHF | 2,429,210 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,405,610 CHF | 2,408,610 CHF | 100.00% | 100.00% |
08/05/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,315,680 CHF | 2,318,680 CHF | 99.77% | 99.77% |
07/05/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 300,000 | 300,000 | 299,852 | 299,852 | 2,247,870 CHF | 2,250,870 CHF | 96.15% | 96.15% |
06/05/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,176,370 CHF | 2,179,370 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,131,410 CHF | 2,134,410 CHF | 99.89% | 99.89% |
02/05/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,120,130 CHF | 2,123,130 CHF | 99.57% | 99.57% |