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% | 8.58 CHF | 8.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 863,392 CHF | 864,392 CHF | 99.02% | 99.02% |
15/05/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 100,000 | 100,000 | 97,934 | 97,934 | 844,722 CHF | 845,712 CHF | 98.08% | 98.08% |
14/05/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 855,879 CHF | 856,879 CHF | 97.87% | 97.87% |
13/05/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 855,588 CHF | 856,588 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 859,225 CHF | 860,225 CHF | 98.68% | 98.68% |
08/05/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 829,995 CHF | 830,995 CHF | 100.00% | 100.00% |
07/05/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 806,247 CHF | 807,247 CHF | 100.00% | 100.00% |
06/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 785,717 CHF | 786,717 CHF | 99.99% | 99.99% |
03/05/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 769,286 CHF | 770,286 CHF | 97.10% | 97.10% |
02/05/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 762,152 CHF | 763,152 CHF | 99.21% | 99.21% |