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% | 8.23 CHF | 8.24 CHF | 100,000 | 100,000 | 99,090 | 99,089 | 818,449 CHF | 819,433 CHF | 99.97% | 99.97% |
15/05/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 100,000 | 100,000 | 99,113 | 99,112 | 807,068 CHF | 808,051 CHF | 99.89% | 99.89% |
14/05/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 100,000 | 100,000 | 99,497 | 99,495 | 793,182 CHF | 794,157 CHF | 99.39% | 99.39% |
13/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 795,462 CHF | 796,462 CHF | 97.79% | 97.79% |
10/05/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 100,000 | 100,000 | 99,362 | 99,362 | 814,077 CHF | 815,072 CHF | 99.67% | 99.67% |
08/05/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 100,000 | 100,000 | 99,415 | 99,415 | 765,785 CHF | 766,780 CHF | 99.61% | 99.61% |
07/05/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 100,000 | 100,000 | 99,064 | 99,061 | 765,800 CHF | 766,767 CHF | 100.00% | 100.00% |
06/05/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 100,000 | 100,000 | 99,616 | 99,616 | 772,696 CHF | 773,693 CHF | 99.22% | 99.22% |
03/05/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 100,000 | 100,000 | 99,224 | 99,224 | 751,340 CHF | 752,333 CHF | 96.29% | 96.29% |
02/05/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 757,194 CHF | 758,186 CHF | 99.69% | 99.69% |