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 | 0.10% | 9.56 CHF | 9.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 961,531 CHF | 962,531 CHF | 99.02% | 99.02% |
15/05/2024 | 0.11% | 9.70 CHF | 9.71 CHF | 100,000 | 100,000 | 98,056 | 98,056 | 941,903 CHF | 942,896 CHF | 97.74% | 97.74% |
14/05/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 953,838 CHF | 954,838 CHF | 97.90% | 97.90% |
13/05/2024 | 0.10% | 9.56 CHF | 9.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 953,335 CHF | 954,335 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 9.51 CHF | 9.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 956,853 CHF | 957,853 CHF | 98.68% | 98.68% |
08/05/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 927,521 CHF | 928,521 CHF | 100.00% | 100.00% |
07/05/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 903,770 CHF | 904,770 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 883,014 CHF | 884,014 CHF | 99.99% | 99.99% |
03/05/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 866,512 CHF | 867,512 CHF | 97.43% | 97.43% |
02/05/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 859,536 CHF | 860,536 CHF | 99.45% | 99.45% |