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 | 0.11% | 9.01 CHF | 9.02 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 2,707,360 CHF | 2,710,360 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 8.93 CHF | 8.94 CHF | 300,000 | 300,000 | 299,423 | 299,423 | 2,637,420 CHF | 2,640,420 CHF | 99.89% | 99.89% |
14/05/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 300,000 | 300,000 | 299,966 | 299,966 | 2,587,930 CHF | 2,590,930 CHF | 99.79% | 99.79% |
13/05/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,588,850 CHF | 2,591,850 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,568,230 CHF | 2,571,230 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,478,370 CHF | 2,481,370 CHF | 99.77% | 99.77% |
07/05/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 300,000 | 300,000 | 299,855 | 299,855 | 2,410,430 CHF | 2,413,430 CHF | 96.14% | 96.14% |
06/05/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,338,910 CHF | 2,341,910 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,293,850 CHF | 2,296,850 CHF | 99.90% | 99.90% |
02/05/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,282,550 CHF | 2,285,550 CHF | 99.62% | 99.62% |