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% | 8.28 CHF | 8.29 CHF | 211,300 | 211,300 | 211,124 | 211,124 | 1,718,240 CHF | 1,720,350 CHF | 99.99% | 99.99% |
15/05/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 227,800 | 227,800 | 227,207 | 227,207 | 1,713,850 CHF | 1,716,130 CHF | 100.00% | 100.00% |
14/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 234,100 | 234,100 | 234,100 | 234,100 | 1,703,600 CHF | 1,705,940 CHF | 99.51% | 99.51% |
13/05/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 228,700 | 228,700 | 228,700 | 228,700 | 1,711,200 CHF | 1,713,490 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 234,900 | 234,900 | 234,900 | 234,900 | 1,735,090 CHF | 1,737,440 CHF | 99.99% | 99.99% |
08/05/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 262,600 | 262,600 | 262,575 | 262,575 | 1,667,050 CHF | 1,669,670 CHF | 99.67% | 99.67% |
07/05/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 264,200 | 264,200 | 264,143 | 264,143 | 1,685,910 CHF | 1,688,550 CHF | 99.50% | 99.50% |
06/05/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 273,900 | 273,900 | 273,900 | 273,900 | 1,696,140 CHF | 1,698,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 302,100 | 302,100 | 302,100 | 302,100 | 1,777,240 CHF | 1,780,260 CHF | 99.98% | 99.98% |
02/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 324,600 | 324,600 | 324,600 | 324,600 | 1,696,530 CHF | 1,699,780 CHF | 99.54% | 99.54% |