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 | 0.24% | 8.41 CHF | 8.43 CHF | 46,700 | 46,700 | 46,656 | 46,656 | 394,027 CHF | 394,961 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 8.45 CHF | 8.47 CHF | 47,000 | 47,000 | 46,878 | 46,878 | 396,046 CHF | 396,986 CHF | 100.00% | 100.00% |
14/05/2024 | 0.24% | 8.37 CHF | 8.39 CHF | 47,300 | 47,300 | 47,300 | 47,300 | 393,420 CHF | 394,366 CHF | 99.57% | 99.57% |
13/05/2024 | 0.24% | 8.27 CHF | 8.29 CHF | 46,800 | 46,800 | 46,800 | 46,800 | 388,496 CHF | 389,432 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 8.35 CHF | 8.37 CHF | 47,900 | 47,900 | 47,900 | 47,900 | 401,086 CHF | 402,044 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 7.87 CHF | 7.89 CHF | 49,900 | 49,900 | 49,894 | 49,894 | 391,538 CHF | 392,536 CHF | 99.67% | 99.67% |
07/05/2024 | 0.26% | 7.75 CHF | 7.77 CHF | 52,200 | 52,200 | 52,190 | 52,190 | 400,955 CHF | 401,999 CHF | 99.51% | 99.51% |
06/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03/05/2024 | 0.27% | 7.24 CHF | 7.26 CHF | 53,200 | 53,200 | 53,200 | 53,200 | 387,596 CHF | 388,660 CHF | 99.99% | 99.99% |
02/05/2024 | 0.28% | 7.15 CHF | 7.17 CHF | 54,500 | 54,500 | 54,500 | 54,500 | 385,521 CHF | 386,611 CHF | 99.63% | 99.63% |