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 | 0.13% | 7.77 CHF | 7.78 CHF | 300,000 | 300,000 | 299,763 | 299,763 | 2,335,370 CHF | 2,338,370 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 300,000 | 300,000 | 299,426 | 299,426 | 2,265,950 CHF | 2,268,950 CHF | 99.90% | 99.90% |
14/05/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 300,000 | 300,000 | 299,967 | 299,967 | 2,215,740 CHF | 2,218,740 CHF | 99.77% | 99.77% |
13/05/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,216,740 CHF | 2,219,740 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,196,240 CHF | 2,199,240 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,106,510 CHF | 2,109,510 CHF | 99.77% | 99.77% |
07/05/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 300,000 | 300,000 | 299,849 | 299,849 | 2,038,770 CHF | 2,041,770 CHF | 96.14% | 96.14% |
06/05/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,967,130 CHF | 1,970,130 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,922,230 CHF | 1,925,230 CHF | 99.88% | 99.88% |
02/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,910,980 CHF | 1,913,980 CHF | 99.62% | 99.62% |