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 | 0.12% | 8.50 CHF | 8.51 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 147,384 CHF | 147,557 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 17,500 | 17,500 | 17,648 | 17,648 | 147,757 CHF | 147,933 CHF | 100.00% | 100.00% |
14/05/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 18,000 | 18,000 | 17,868 | 17,868 | 148,602 CHF | 148,780 CHF | 99.07% | 99.07% |
13/05/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 17,500 | 17,500 | 17,343 | 17,343 | 146,614 CHF | 146,787 CHF | 99.77% | 99.77% |
10/05/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 18,000 | 18,000 | 17,651 | 17,651 | 147,687 CHF | 147,864 CHF | 99.53% | 99.53% |
08/05/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 18,000 | 18,000 | 17,493 | 17,493 | 147,108 CHF | 147,283 CHF | 99.44% | 99.44% |
07/05/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 18,000 | 18,000 | 17,816 | 17,816 | 144,917 CHF | 145,096 CHF | 99.61% | 99.61% |
06/05/2024 | 0.13% | 8.06 CHF | 8.07 CHF | 18,000 | 18,000 | 17,789 | 17,789 | 143,317 CHF | 143,495 CHF | 98.40% | 98.40% |
03/05/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 18,000 | 18,000 | 17,911 | 17,911 | 144,030 CHF | 144,209 CHF | 95.96% | 95.96% |
02/05/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 18,000 | 18,000 | 18,166 | 18,166 | 144,227 CHF | 144,409 CHF | 99.16% | 99.16% |