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% | 8.01 CHF | 8.02 CHF | 300,000 | 300,000 | 299,756 | 299,756 | 2,405,040 CHF | 2,408,040 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 300,000 | 300,000 | 299,425 | 299,425 | 2,335,650 CHF | 2,338,650 CHF | 99.90% | 99.90% |
14/05/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 2,285,570 CHF | 2,288,570 CHF | 99.81% | 99.81% |
13/05/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,286,480 CHF | 2,289,480 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,266,060 CHF | 2,269,060 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,176,320 CHF | 2,179,320 CHF | 99.77% | 99.77% |
07/05/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 300,000 | 300,000 | 299,854 | 299,854 | 2,108,510 CHF | 2,111,510 CHF | 96.15% | 96.15% |
06/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,036,860 CHF | 2,039,860 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,992,000 CHF | 1,995,000 CHF | 99.87% | 99.87% |
02/05/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,980,680 CHF | 1,983,680 CHF | 99.63% | 99.63% |