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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 90,000 | 90,000 | 89,484 | 89,484 | 764,265 CHF | 765,165 CHF | 99.67% | 99.67% |
07/05/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 90,000 | 90,000 | 89,958 | 89,958 | 769,653 CHF | 770,553 CHF | 99.74% | 99.74% |
06/05/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 739,757 CHF | 740,657 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 705,630 CHF | 706,530 CHF | 99.59% | 99.59% |
02/05/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 678,900 CHF | 679,800 CHF | 99.46% | 99.46% |
30/04/2024 | 0.12% | 7.89 CHF | 7.90 CHF | 90,000 | 90,000 | 89,981 | 89,981 | 725,915 CHF | 726,815 CHF | 99.99% | 99.99% |
29/04/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 90,000 | 90,000 | 89,986 | 89,986 | 730,963 CHF | 731,863 CHF | 99.34% | 99.34% |
26/04/2024 | 0.13% | 8.03 CHF | 8.04 CHF | 90,000 | 90,000 | 89,986 | 89,986 | 715,238 CHF | 716,138 CHF | 99.66% | 99.66% |
25/04/2024 | 0.13% | 7.36 CHF | 7.37 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 676,372 CHF | 677,272 CHF | 99.94% | 99.94% |
24/04/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 712,201 CHF | 713,101 CHF | 99.82% | 99.82% |