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 | 0.26% | 8.38 CHF | 8.40 CHF | 20,000 | 20,000 | 19,824 | 19,824 | 165,777 CHF | 166,205 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 8.41 CHF | 8.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 173,494 CHF | 173,934 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 8.62 CHF | 8.64 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 170,807 CHF | 171,237 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 8.62 CHF | 8.64 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 170,617 CHF | 171,042 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 8.56 CHF | 8.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 173,590 CHF | 174,039 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 9.01 CHF | 9.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 139,521 CHF | 139,899 CHF | 100.00% | 100.00% |
07/05/2024 | 0.26% | 9.80 CHF | 9.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,149 CHF | 150,539 CHF | 100.00% | 100.00% |
06/05/2024 | 0.26% | 10.06 CHF | 10.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 145,008 CHF | 145,391 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 9.90 CHF | 9.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 146,850 CHF | 147,230 CHF | 100.00% | 100.00% |
02/05/2024 | 0.25% | 9.95 CHF | 9.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,523 CHF | 148,895 CHF | 100.00% | 100.00% |