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 | 0.13% | 7.53 CHF | 7.54 CHF | 75,000 | 75,000 | 74,989 | 74,989 | 575,306 CHF | 576,056 CHF | 99.99% | 99.99% |
26/04/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 595,177 CHF | 595,927 CHF | 99.39% | 99.39% |
25/04/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 581,410 CHF | 582,160 CHF | 99.86% | 99.86% |
24/04/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 570,482 CHF | 571,232 CHF | 99.99% | 99.99% |
23/04/2024 | 0.14% | 7.57 CHF | 7.58 CHF | 75,000 | 75,000 | 74,985 | 74,985 | 552,898 CHF | 553,648 CHF | 99.97% | 99.97% |
22/04/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 597,866 CHF | 598,615 CHF | 100.00% | 100.00% |
19/04/2024 | 0.12% | 8.85 CHF | 8.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 646,355 CHF | 647,105 CHF | 99.97% | 99.97% |
18/04/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 654,952 CHF | 655,702 CHF | 99.94% | 99.94% |
17/04/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 75,000 | 75,000 | 74,854 | 74,854 | 660,068 CHF | 660,818 CHF | 98.86% | 98.86% |
16/04/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 75,000 | 75,000 | 74,844 | 74,844 | 646,587 CHF | 647,337 CHF | 99.96% | 99.96% |