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 | 0.10% | 9.76 CHF | 9.77 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 2,930,840 CHF | 2,933,840 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.68 CHF | 9.69 CHF | 300,000 | 300,000 | 299,428 | 299,428 | 2,860,860 CHF | 2,863,860 CHF | 99.89% | 99.89% |
14/05/2024 | 0.11% | 9.45 CHF | 9.46 CHF | 300,000 | 300,000 | 299,965 | 299,965 | 2,811,470 CHF | 2,814,470 CHF | 99.79% | 99.79% |
13/05/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,812,500 CHF | 2,815,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,791,850 CHF | 2,794,850 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,701,820 CHF | 2,704,820 CHF | 99.77% | 99.77% |
07/05/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 300,000 | 300,000 | 299,852 | 299,852 | 2,633,700 CHF | 2,636,700 CHF | 96.14% | 96.14% |
06/05/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,562,340 CHF | 2,565,340 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,517,220 CHF | 2,520,220 CHF | 99.88% | 99.88% |
02/05/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,505,860 CHF | 2,508,860 CHF | 99.55% | 99.55% |