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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 1,466,170 CHF | 1,467,770 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,463,830 CHF | 1,465,430 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 160,000 | 160,000 | 158,699 | 158,699 | 1,425,220 CHF | 1,426,820 CHF | 93.34% | 93.34% |
07/05/2024 | 0.11% | 9.12 CHF | 9.13 CHF | 160,000 | 160,000 | 159,542 | 159,542 | 1,439,570 CHF | 1,441,160 CHF | 99.46% | 99.46% |
06/05/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,399,330 CHF | 1,400,930 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 8.52 CHF | 8.53 CHF | 170,000 | 170,000 | 149,353 | 149,353 | 1,249,530 CHF | 1,251,160 CHF | 99.95% | 99.95% |
02/05/2024 | 0.13% | 8.04 CHF | 8.05 CHF | 170,000 | 170,000 | 169,685 | 169,685 | 1,363,030 CHF | 1,364,730 CHF | 99.56% | 99.56% |
30/04/2024 | 0.12% | 8.44 CHF | 8.45 CHF | 170,000 | 170,000 | 169,690 | 169,690 | 1,454,060 CHF | 1,455,760 CHF | 99.99% | 99.99% |
29/04/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 170,000 | 170,000 | 169,654 | 169,654 | 1,460,130 CHF | 1,461,830 CHF | 99.60% | 99.60% |
26/04/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 170,000 | 170,000 | 169,686 | 169,686 | 1,422,150 CHF | 1,423,850 CHF | 99.14% | 99.14% |