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% | 9.17 CHF | 9.18 CHF | 100,000 | 100,000 | 99,536 | 99,536 | 907,118 CHF | 908,114 CHF | 99.48% | 99.48% |
15/05/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 100,000 | 100,000 | 99,138 | 99,138 | 875,979 CHF | 876,971 CHF | 99.84% | 99.84% |
14/05/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 100,000 | 100,000 | 99,838 | 99,838 | 870,629 CHF | 871,627 CHF | 98.89% | 98.89% |
13/05/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 100,000 | 100,000 | 99,066 | 99,059 | 872,523 CHF | 873,454 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.75 CHF | 8.76 CHF | 100,000 | 100,000 | 99,193 | 99,193 | 870,801 CHF | 871,794 CHF | 99.39% | 99.39% |
08/05/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 100,000 | 100,000 | 99,472 | 99,472 | 819,243 CHF | 820,239 CHF | 99.62% | 99.62% |
07/05/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 100,000 | 100,000 | 98,981 | 98,975 | 816,528 CHF | 817,476 CHF | 99.66% | 99.66% |
06/05/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 100,000 | 100,000 | 99,565 | 99,565 | 809,348 CHF | 810,344 CHF | 97.86% | 97.86% |
03/05/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 100,000 | 100,000 | 99,543 | 99,543 | 791,672 CHF | 792,668 CHF | 96.90% | 96.90% |
02/05/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 100,000 | 100,000 | 99,435 | 99,435 | 751,988 CHF | 752,983 CHF | 98.90% | 98.90% |