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% | 8.16 CHF | 8.17 CHF | 124,300 | 124,300 | 121,250 | 121,250 | 987,113 CHF | 988,326 CHF | 99.99% | 99.99% |
15/05/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 119,400 | 119,400 | 116,763 | 116,763 | 980,854 CHF | 982,025 CHF | 99.84% | 99.84% |
14/05/2024 | 0.11% | 8.51 CHF | 8.52 CHF | 115,500 | 115,500 | 115,189 | 115,189 | 1,005,360 CHF | 1,006,510 CHF | 99.96% | 99.96% |
13/05/2024 | 0.11% | 8.77 CHF | 8.78 CHF | 115,000 | 115,000 | 114,280 | 114,280 | 1,004,760 CHF | 1,005,900 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 113,900 | 113,900 | 110,365 | 110,365 | 980,074 CHF | 981,177 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 109,900 | 109,900 | 111,401 | 111,401 | 1,021,040 CHF | 1,022,160 CHF | 98.95% | 98.95% |
07/05/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 112,400 | 112,400 | 112,864 | 112,864 | 1,011,610 CHF | 1,012,740 CHF | 99.34% | 99.34% |
06/05/2024 | 0.11% | 8.89 CHF | 8.90 CHF | 113,200 | 113,200 | 111,346 | 111,346 | 989,604 CHF | 990,718 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.93 CHF | 8.94 CHF | 110,200 | 110,200 | 107,182 | 107,182 | 971,578 CHF | 972,649 CHF | 99.83% | 99.83% |
02/05/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 105,300 | 105,300 | 103,324 | 103,324 | 991,819 CHF | 992,853 CHF | 100.00% | 100.00% |