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% | 9.19 CHF | 9.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 924,864 CHF | 925,864 CHF | 99.02% | 99.02% |
15/05/2024 | 0.11% | 9.33 CHF | 9.34 CHF | 100,000 | 100,000 | 97,933 | 97,933 | 904,881 CHF | 905,871 CHF | 98.05% | 98.05% |
14/05/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 917,224 CHF | 918,224 CHF | 97.90% | 97.90% |
13/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 916,818 CHF | 917,818 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 920,354 CHF | 921,354 CHF | 98.68% | 98.68% |
08/05/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 891,071 CHF | 892,071 CHF | 100.00% | 100.00% |
07/05/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 867,329 CHF | 868,329 CHF | 100.00% | 100.00% |
06/05/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 846,673 CHF | 847,673 CHF | 99.99% | 99.99% |
03/05/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 830,201 CHF | 831,201 CHF | 97.25% | 97.25% |
02/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 823,123 CHF | 824,123 CHF | 99.21% | 99.21% |