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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.11% | 9.09 CHF | 9.10 CHF | 50,000 | 50,000 | 49,425 | 49,425 | 449,660 CHF | 450,155 CHF | 99.48% | 99.48% |
26/04/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 50,000 | 50,000 | 49,653 | 49,653 | 446,022 CHF | 446,519 CHF | 99.48% | 99.48% |
25/04/2024 | 0.11% | 8.69 CHF | 8.70 CHF | 50,000 | 50,000 | 49,521 | 49,521 | 446,648 CHF | 447,144 CHF | 98.28% | 98.28% |
24/04/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 50,000 | 50,000 | 49,443 | 49,443 | 460,185 CHF | 460,680 CHF | 99.41% | 99.41% |
23/04/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 452,662 CHF | 453,158 CHF | 99.50% | 99.50% |
22/04/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 50,000 | 50,000 | 49,577 | 49,577 | 444,727 CHF | 445,223 CHF | 98.36% | 98.36% |
19/04/2024 | 0.12% | 8.80 CHF | 8.81 CHF | 50,000 | 50,000 | 49,467 | 49,467 | 425,225 CHF | 425,721 CHF | 97.68% | 97.68% |
18/04/2024 | 0.12% | 8.92 CHF | 8.93 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 431,988 CHF | 432,484 CHF | 99.54% | 99.54% |
17/04/2024 | 0.12% | 8.66 CHF | 8.67 CHF | 50,000 | 50,000 | 48,889 | 48,889 | 428,999 CHF | 429,489 CHF | 96.90% | 96.90% |
16/04/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50,000 | 50,000 | 48,903 | 48,903 | 426,839 CHF | 427,329 CHF | 95.56% | 95.56% |