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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.23% | 8.58 CHF | 8.60 CHF | 37,000 | 37,000 | 36,998 | 36,998 | 316,069 CHF | 316,809 CHF | 99.98% | 99.98% |
13/05/2024 | 0.24% | 8.42 CHF | 8.44 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 312,621 CHF | 313,361 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 8.48 CHF | 8.50 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 314,487 CHF | 315,227 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 8.25 CHF | 8.27 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 311,772 CHF | 312,532 CHF | 99.25% | 99.25% |
07/05/2024 | 0.25% | 8.23 CHF | 8.25 CHF | 38,000 | 38,000 | 37,983 | 37,983 | 308,947 CHF | 309,707 CHF | 97.36% | 97.36% |
06/05/2024 | 0.24% | 8.12 CHF | 8.14 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 309,936 CHF | 310,696 CHF | 98.43% | 98.43% |
03/05/2024 | 0.25% | 8.07 CHF | 8.09 CHF | 38,000 | 38,000 | 38,006 | 38,006 | 305,883 CHF | 306,643 CHF | 99.94% | 99.94% |
02/05/2024 | 0.26% | 7.73 CHF | 7.75 CHF | 39,000 | 39,000 | 38,996 | 38,996 | 303,517 CHF | 304,297 CHF | 99.99% | 99.99% |
30/04/2024 | 0.26% | 7.72 CHF | 7.74 CHF | 39,000 | 39,000 | 38,964 | 38,964 | 304,941 CHF | 305,721 CHF | 100.00% | 100.00% |
29/04/2024 | 0.25% | 7.87 CHF | 7.89 CHF | 39,000 | 39,000 | 38,247 | 38,247 | 303,759 CHF | 304,524 CHF | 99.98% | 99.98% |