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% | 8.43 CHF | 8.44 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 84,127 CHF | 84,226 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.64 CHF | 8.65 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 86,153 CHF | 86,252 CHF | 99.93% | 99.93% |
14/05/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 10,000 | 10,000 | 9,928 | 9,928 | 84,902 CHF | 85,002 CHF | 98.99% | 98.99% |
13/05/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 86,551 CHF | 86,650 CHF | 99.94% | 99.94% |
10/05/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 10,000 | 10,000 | 9,900 | 9,900 | 87,806 CHF | 87,905 CHF | 93.88% | 100.00% |
08/05/2024 | 0.11% | 8.96 CHF | 8.97 CHF | 10,000 | 10,000 | 9,950 | 9,950 | 89,378 CHF | 89,478 CHF | 99.60% | 99.60% |
07/05/2024 | 0.11% | 9.06 CHF | 9.07 CHF | 10,000 | 10,000 | 9,887 | 9,887 | 89,860 CHF | 89,959 CHF | 99.86% | 99.86% |
06/05/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 10,000 | 10,000 | 9,872 | 9,872 | 88,924 CHF | 89,022 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 10,000 | 10,000 | 9,926 | 9,926 | 87,116 CHF | 87,215 CHF | 96.61% | 97.26% |
02/05/2024 | 0.11% | 9.27 CHF | 9.28 CHF | 10,000 | 10,000 | 9,962 | 9,962 | 92,236 CHF | 92,335 CHF | 98.76% | 98.76% |