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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.35% | 8.40 CHF | 8.43 CHF | 56,100 | 56,100 | 56,100 | 56,100 | 484,512 CHF | 486,195 CHF | 99.95% | 99.95% |
24/04/2024 | 0.34% | 8.55 CHF | 8.58 CHF | 55,000 | 55,000 | 54,982 | 54,982 | 480,022 CHF | 481,672 CHF | 100.00% | 100.00% |
23/04/2024 | 0.36% | 8.54 CHF | 8.57 CHF | 57,900 | 57,900 | 57,900 | 57,900 | 477,863 CHF | 479,600 CHF | 99.97% | 99.97% |
22/04/2024 | 0.37% | 8.07 CHF | 8.10 CHF | 57,300 | 57,300 | 57,282 | 57,282 | 461,624 CHF | 463,344 CHF | 99.98% | 99.98% |
19/04/2024 | 0.36% | 8.47 CHF | 8.50 CHF | 57,500 | 57,500 | 57,500 | 57,500 | 477,023 CHF | 478,748 CHF | 99.97% | 99.97% |
18/04/2024 | 0.37% | 8.13 CHF | 8.16 CHF | 57,400 | 57,400 | 57,400 | 57,400 | 469,630 CHF | 471,352 CHF | 99.93% | 99.93% |
17/04/2024 | 0.32% | 9.19 CHF | 9.22 CHF | 51,800 | 51,800 | 51,699 | 51,699 | 479,950 CHF | 481,504 CHF | 99.97% | 99.97% |
16/04/2024 | 0.32% | 9.65 CHF | 9.68 CHF | 51,800 | 51,800 | 51,785 | 51,785 | 492,631 CHF | 494,185 CHF | 99.97% | 99.97% |
15/04/2024 | 0.32% | 9.24 CHF | 9.27 CHF | 51,600 | 51,600 | 51,592 | 51,592 | 480,886 CHF | 482,434 CHF | 99.98% | 99.98% |
12/04/2024 | 0.30% | 10.36 CHF | 10.39 CHF | 52,800 | 52,800 | 52,800 | 52,800 | 529,798 CHF | 531,382 CHF | 99.99% | 99.99% |