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% | 8.29 CHF | 8.30 CHF | 122,900 | 122,900 | 125,117 | 125,117 | 1,034,530 CHF | 1,035,780 CHF | 99.99% | 99.99% |
15/05/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 126,800 | 126,800 | 128,583 | 128,583 | 1,035,100 CHF | 1,036,390 CHF | 99.61% | 99.61% |
14/05/2024 | 0.13% | 7.97 CHF | 7.98 CHF | 130,300 | 130,300 | 130,480 | 130,480 | 1,017,870 CHF | 1,019,170 CHF | 99.29% | 99.29% |
13/05/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 130,700 | 130,700 | 131,300 | 131,300 | 1,014,760 CHF | 1,016,080 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 131,700 | 131,700 | 134,987 | 134,987 | 1,034,420 CHF | 1,035,770 CHF | 99.61% | 99.61% |
08/05/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 135,200 | 135,200 | 133,693 | 133,693 | 999,378 CHF | 1,000,710 CHF | 98.95% | 98.95% |
07/05/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 132,700 | 132,700 | 132,267 | 132,267 | 1,007,610 CHF | 1,008,930 CHF | 99.34% | 99.34% |
06/05/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 132,000 | 132,000 | 133,675 | 133,675 | 1,022,070 CHF | 1,023,400 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 134,800 | 134,800 | 137,757 | 137,757 | 1,036,450 CHF | 1,037,830 CHF | 99.84% | 99.84% |
02/05/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 139,700 | 139,700 | 141,796 | 141,796 | 1,023,000 CHF | 1,024,420 CHF | 99.99% | 99.99% |