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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.36% | 8.53 CHF | 8.54 CHF | 48,000 | 48,000 | 21,654 | 21,654 | 184,473 CHF | 184,978 CHF | 99.90% | 99.90% |
28/05/2024 | 0.36% | 8.55 CHF | 8.56 CHF | 48,000 | 48,000 | 21,689 | 21,689 | 187,928 CHF | 188,432 CHF | 99.81% | 99.81% |
27/05/2024 | 0.41% | 8.83 CHF | 8.86 CHF | 20,000 | 20,000 | 15,429 | 15,429 | 135,290 CHF | 135,820 CHF | 97.03% | 97.03% |
24/05/2024 | 0.36% | 8.76 CHF | 8.77 CHF | 48,000 | 48,000 | 21,665 | 21,665 | 189,736 CHF | 190,240 CHF | 99.99% | 99.99% |
23/05/2024 | 0.35% | 8.78 CHF | 8.79 CHF | 48,000 | 48,000 | 21,632 | 21,632 | 190,594 CHF | 191,097 CHF | 99.56% | 99.56% |
22/05/2024 | 0.35% | 8.90 CHF | 8.91 CHF | 48,000 | 48,000 | 21,664 | 21,664 | 191,644 CHF | 192,149 CHF | 100.00% | 100.00% |
21/05/2024 | 0.35% | 8.77 CHF | 8.78 CHF | 48,000 | 48,000 | 21,751 | 21,751 | 192,598 CHF | 193,103 CHF | 98.97% | 98.97% |
17/05/2024 | 0.35% | 8.96 CHF | 8.97 CHF | 48,000 | 48,000 | 21,755 | 21,755 | 194,610 CHF | 195,115 CHF | 99.26% | 99.26% |
16/05/2024 | 0.35% | 8.95 CHF | 8.96 CHF | 48,000 | 48,000 | 21,593 | 21,593 | 193,622 CHF | 194,126 CHF | 100.00% | 100.00% |
15/05/2024 | 0.35% | 8.93 CHF | 8.94 CHF | 48,000 | 48,000 | 21,619 | 21,619 | 191,476 CHF | 191,980 CHF | 99.67% | 99.67% |