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% | 8.78 CHF | 8.79 CHF | 300,000 | 300,000 | 299,757 | 299,757 | 2,637,500 CHF | 2,640,500 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 2,567,830 CHF | 2,570,830 CHF | 99.90% | 99.90% |
14/05/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 2,518,010 CHF | 2,521,010 CHF | 99.81% | 99.81% |
13/05/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,519,080 CHF | 2,522,080 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,498,440 CHF | 2,501,440 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,408,450 CHF | 2,411,450 CHF | 99.77% | 99.77% |
07/05/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 300,000 | 300,000 | 299,855 | 299,855 | 2,340,640 CHF | 2,343,640 CHF | 96.15% | 96.15% |
06/05/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,269,170 CHF | 2,272,170 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.42 CHF | 7.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,224,150 CHF | 2,227,150 CHF | 99.91% | 99.91% |
02/05/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,212,820 CHF | 2,215,820 CHF | 99.61% | 99.61% |