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% | 8.72 CHF | 8.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 877,409 CHF | 878,409 CHF | 99.02% | 99.02% |
15/05/2024 | 0.12% | 8.85 CHF | 8.86 CHF | 100,000 | 100,000 | 98,063 | 98,063 | 859,582 CHF | 860,575 CHF | 98.08% | 98.08% |
14/05/2024 | 0.11% | 8.75 CHF | 8.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 869,886 CHF | 870,886 CHF | 97.90% | 97.90% |
13/05/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 869,570 CHF | 870,570 CHF | 99.99% | 99.99% |
10/05/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 873,198 CHF | 874,198 CHF | 98.68% | 98.68% |
08/05/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 844,423 CHF | 845,423 CHF | 100.00% | 100.00% |
07/05/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 820,662 CHF | 821,662 CHF | 100.00% | 100.00% |
06/05/2024 | 0.12% | 8.04 CHF | 8.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 800,105 CHF | 801,105 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 783,675 CHF | 784,675 CHF | 97.35% | 97.35% |
02/05/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 776,590 CHF | 777,590 CHF | 99.45% | 99.45% |