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 | 0.09% | 11.38 CHF | 11.39 CHF | 138,700 | 138,700 | 138,616 | 138,616 | 1,561,000 CHF | 1,562,390 CHF | 99.99% | 99.99% |
15/05/2024 | 0.10% | 10.92 CHF | 10.93 CHF | 150,000 | 150,000 | 149,611 | 149,611 | 1,554,790 CHF | 1,556,290 CHF | 99.90% | 99.90% |
14/05/2024 | 0.10% | 10.00 CHF | 10.01 CHF | 155,000 | 155,000 | 154,987 | 154,987 | 1,536,680 CHF | 1,538,230 CHF | 99.70% | 99.70% |
13/05/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 154,200 | 154,200 | 154,200 | 154,200 | 1,545,130 CHF | 1,546,680 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 1,564,500 CHF | 1,566,060 CHF | 99.99% | 99.99% |
08/05/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 161,400 | 161,400 | 160,470 | 160,470 | 1,499,960 CHF | 1,501,570 CHF | 99.67% | 99.67% |
07/05/2024 | 0.11% | 9.53 CHF | 9.54 CHF | 162,800 | 162,800 | 162,738 | 162,738 | 1,526,280 CHF | 1,527,910 CHF | 99.69% | 99.69% |
06/05/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 173,900 | 173,900 | 173,900 | 173,900 | 1,539,310 CHF | 1,541,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 188,900 | 188,900 | 188,900 | 188,900 | 1,552,180 CHF | 1,554,070 CHF | 99.96% | 99.96% |
02/05/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 200,700 | 200,700 | 200,700 | 200,700 | 1,544,620 CHF | 1,546,620 CHF | 99.58% | 99.58% |