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% | 8.16 CHF | 8.17 CHF | 151,900 | 151,900 | 151,806 | 151,806 | 1,224,120 CHF | 1,225,640 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.77 CHF | 7.78 CHF | 167,800 | 167,800 | 167,362 | 167,362 | 1,223,050 CHF | 1,224,730 CHF | 99.90% | 99.90% |
14/05/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 175,100 | 175,100 | 175,086 | 175,086 | 1,207,000 CHF | 1,208,750 CHF | 99.70% | 99.70% |
13/05/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 1,215,510 CHF | 1,217,250 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 6.83 CHF | 6.84 CHF | 176,600 | 176,600 | 176,600 | 176,600 | 1,234,820 CHF | 1,236,580 CHF | 99.99% | 99.99% |
08/05/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 184,400 | 184,400 | 183,351 | 183,351 | 1,175,410 CHF | 1,177,260 CHF | 99.67% | 99.67% |
07/05/2024 | 0.16% | 6.57 CHF | 6.58 CHF | 186,500 | 186,500 | 186,433 | 186,433 | 1,200,670 CHF | 1,202,540 CHF | 99.68% | 99.68% |
06/05/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 202,800 | 202,800 | 202,800 | 202,800 | 1,218,010 CHF | 1,220,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 225,300 | 225,300 | 225,300 | 225,300 | 1,235,910 CHF | 1,238,170 CHF | 99.89% | 99.89% |
02/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 243,400 | 243,400 | 243,400 | 243,400 | 1,231,370 CHF | 1,233,810 CHF | 99.55% | 99.55% |