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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.22% | 7.71 CHF | 7.72 CHF | 100,000 | 100,000 | 94,470 | 94,470 | 707,000 CHF | 708,083 CHF | 99.40% | 99.40% |
30/04/2024 | 0.20% | 7.57 CHF | 7.58 CHF | 100,000 | 100,000 | 95,408 | 95,408 | 735,009 CHF | 736,078 CHF | 99.18% | 99.18% |
29/04/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 836,059 CHF | 837,059 CHF | 99.95% | 99.95% |
26/04/2024 | 0.22% | 8.32 CHF | 8.33 CHF | 100,000 | 100,000 | 93,126 | 93,126 | 803,484 CHF | 804,587 CHF | 95.36% | 95.36% |
25/04/2024 | 0.34% | 8.45 CHF | 8.46 CHF | 100,000 | 100,000 | 84,931 | 84,931 | 718,983 CHF | 720,209 CHF | 96.80% | 96.80% |
24/04/2024 | 0.17% | 8.39 CHF | 8.40 CHF | 100,000 | 100,000 | 96,898 | 96,898 | 804,241 CHF | 805,287 CHF | 97.29% | 97.29% |
23/04/2024 | 0.22% | 8.26 CHF | 8.27 CHF | 100,000 | 100,000 | 93,278 | 93,278 | 749,598 CHF | 750,699 CHF | 95.48% | 95.48% |
22/04/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 864,113 CHF | 865,117 CHF | 98.66% | 98.66% |
19/04/2024 | 0.11% | 9.54 CHF | 9.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 931,048 CHF | 932,048 CHF | 99.85% | 99.85% |
18/04/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 942,042 CHF | 943,042 CHF | 97.98% | 97.98% |