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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 17,500 | 17,500 | 17,204 | 17,204 | 145,627 CHF | 145,799 CHF | 93.91% | 93.91% |
23/05/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 17,500 | 17,500 | 17,331 | 17,331 | 145,761 CHF | 145,934 CHF | 98.42% | 98.42% |
22/05/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 17,500 | 17,500 | 17,335 | 17,335 | 143,957 CHF | 144,131 CHF | 100.00% | 100.00% |
21/05/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 17,500 | 17,500 | 17,335 | 17,335 | 143,522 CHF | 143,695 CHF | 99.65% | 99.65% |
17/05/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 17,500 | 17,500 | 17,406 | 17,406 | 141,379 CHF | 141,553 CHF | 100.00% | 100.00% |
16/05/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 138,404 CHF | 138,578 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 17,500 | 17,500 | 17,648 | 17,648 | 138,606 CHF | 138,782 CHF | 100.00% | 100.00% |
14/05/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 18,000 | 18,000 | 17,866 | 17,866 | 139,329 CHF | 139,507 CHF | 99.14% | 99.14% |
13/05/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 17,500 | 17,500 | 17,343 | 17,343 | 137,636 CHF | 137,809 CHF | 99.76% | 99.76% |
10/05/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 18,000 | 18,000 | 17,651 | 17,651 | 138,560 CHF | 138,737 CHF | 99.60% | 99.60% |