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 | 0.13% | 7.74 CHF | 7.75 CHF | 100,000 | 100,000 | 99,448 | 99,448 | 763,960 CHF | 764,955 CHF | 99.08% | 99.08% |
30/04/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 100,000 | 100,000 | 99,561 | 99,561 | 789,047 CHF | 790,043 CHF | 98.91% | 98.91% |
29/04/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 100,000 | 100,000 | 99,030 | 99,030 | 785,257 CHF | 786,249 CHF | 99.28% | 99.28% |
26/04/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 100,000 | 100,000 | 99,794 | 99,794 | 779,874 CHF | 780,872 CHF | 98.38% | 98.38% |
25/04/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 785,365 CHF | 786,365 CHF | 95.24% | 95.24% |
24/04/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 810,437 CHF | 811,433 CHF | 98.76% | 98.76% |
23/04/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 100,000 | 100,000 | 99,415 | 99,415 | 792,751 CHF | 793,746 CHF | 95.46% | 95.46% |
22/04/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 100,000 | 100,000 | 99,134 | 99,134 | 773,729 CHF | 774,721 CHF | 98.34% | 98.34% |
19/04/2024 | 0.14% | 7.64 CHF | 7.65 CHF | 100,000 | 100,000 | 98,931 | 98,931 | 735,623 CHF | 736,614 CHF | 97.79% | 97.79% |
18/04/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 100,000 | 100,000 | 98,876 | 98,876 | 747,518 CHF | 748,508 CHF | 98.12% | 98.12% |