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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 65,900 | 65,900 | 65,355 | 65,355 | 590,349 CHF | 591,003 CHF | 99.99% | 99.99% |
13/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 65,000 | 65,000 | 64,940 | 64,940 | 592,660 CHF | 593,309 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 64,900 | 64,900 | 64,419 | 64,419 | 590,486 CHF | 591,131 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 64,600 | 64,600 | 64,539 | 64,539 | 594,244 CHF | 594,890 CHF | 99.16% | 99.16% |
07/05/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 64,500 | 64,500 | 64,073 | 64,073 | 589,347 CHF | 589,988 CHF | 99.69% | 99.69% |
06/05/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 63,800 | 63,800 | 63,619 | 63,619 | 590,711 CHF | 591,347 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 63,500 | 63,500 | 63,805 | 63,805 | 594,418 CHF | 595,056 CHF | 98.76% | 98.76% |
02/05/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 64,000 | 64,000 | 65,384 | 65,384 | 604,492 CHF | 605,146 CHF | 99.99% | 99.99% |
30/04/2024 | 0.11% | 9.06 CHF | 9.07 CHF | 64,800 | 64,800 | 64,539 | 64,539 | 591,839 CHF | 592,485 CHF | 99.99% | 99.99% |
29/04/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 64,400 | 64,400 | 64,460 | 64,460 | 595,749 CHF | 596,394 CHF | 99.83% | 99.83% |