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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.54% | 8.95 CHF | 8.97 CHF | 10,000 | 10,000 | 6,686 | 6,686 | 57,795 CHF | 58,078 CHF | 99.84% | 99.84% |
14/05/2024 | 0.56% | 8.43 CHF | 8.45 CHF | 10,000 | 10,000 | 6,676 | 6,676 | 55,382 CHF | 55,665 CHF | 99.75% | 99.75% |
13/05/2024 | 0.55% | 8.53 CHF | 8.55 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 56,487 CHF | 56,770 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 8.40 CHF | 8.42 CHF | 10,000 | 10,000 | 6,690 | 6,690 | 57,269 CHF | 57,552 CHF | 99.92% | 99.92% |
08/05/2024 | 0.54% | 8.56 CHF | 8.58 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 57,738 CHF | 58,021 CHF | 100.00% | 100.00% |
07/05/2024 | 0.53% | 8.87 CHF | 8.89 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 58,462 CHF | 58,744 CHF | 100.00% | 100.00% |
06/05/2024 | 0.54% | 8.73 CHF | 8.75 CHF | 10,000 | 10,000 | 6,702 | 6,702 | 57,652 CHF | 57,935 CHF | 98.49% | 98.49% |
03/05/2024 | 0.59% | 8.03 CHF | 8.05 CHF | 10,000 | 10,000 | 6,595 | 6,595 | 52,592 CHF | 52,876 CHF | 96.02% | 96.02% |
02/05/2024 | 0.59% | 7.83 CHF | 7.85 CHF | 10,000 | 10,000 | 6,669 | 6,669 | 52,366 CHF | 52,648 CHF | 99.50% | 99.50% |
30/04/2024 | 0.50% | 9.28 CHF | 9.30 CHF | 10,000 | 10,000 | 6,678 | 6,678 | 62,133 CHF | 62,416 CHF | 99.49% | 99.49% |