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 | 0.10% | 9.44 CHF | 9.45 CHF | 5,600 | 5,600 | 5,568 | 5,568 | 53,941 CHF | 53,997 CHF | 98.93% | 98.93% |
07/05/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 5,800 | 5,800 | 5,789 | 5,789 | 53,256 CHF | 53,314 CHF | 99.41% | 99.41% |
06/05/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 5,900 | 5,900 | 5,861 | 5,861 | 52,697 CHF | 52,755 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 6,000 | 6,000 | 5,977 | 5,977 | 54,810 CHF | 54,870 CHF | 99.92% | 99.92% |
02/05/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 6,300 | 6,300 | 6,274 | 6,274 | 53,233 CHF | 53,296 CHF | 98.52% | 98.52% |
30/04/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 6,200 | 6,200 | 6,170 | 6,170 | 51,604 CHF | 51,666 CHF | 99.99% | 99.99% |
29/04/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 6,200 | 6,200 | 6,170 | 6,170 | 52,649 CHF | 52,711 CHF | 100.00% | 100.00% |
26/04/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 6,300 | 6,300 | 6,362 | 6,362 | 53,820 CHF | 53,884 CHF | 99.42% | 99.42% |
25/04/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 6,100 | 6,100 | 6,079 | 6,079 | 49,996 CHF | 50,057 CHF | 99.68% | 99.68% |
23/04/2024 | 0.12% | 9.15 CHF | 9.16 CHF | 6,500 | 6,500 | 6,578 | 6,578 | 56,443 CHF | 56,509 CHF | 99.39% | 99.39% |