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 | 0.11% | 8.82 CHF | 8.83 CHF | 77,700 | 77,700 | 77,700 | 77,700 | 689,149 CHF | 689,926 CHF | 99.83% | 99.83% |
26/04/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 77,800 | 77,800 | 77,619 | 77,619 | 689,234 CHF | 690,010 CHF | 99.19% | 99.19% |
25/04/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 77,500 | 77,500 | 77,380 | 77,380 | 690,656 CHF | 691,430 CHF | 99.90% | 99.90% |
24/04/2024 | 0.11% | 8.94 CHF | 8.95 CHF | 77,300 | 77,300 | 77,770 | 77,770 | 694,819 CHF | 695,597 CHF | 99.53% | 99.53% |
23/04/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 78,100 | 78,100 | 78,032 | 78,032 | 688,827 CHF | 689,607 CHF | 99.14% | 99.14% |
22/04/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 78,000 | 78,000 | 78,466 | 78,466 | 692,441 CHF | 693,226 CHF | 99.55% | 99.55% |
19/04/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 78,800 | 78,800 | 78,860 | 78,860 | 686,552 CHF | 687,341 CHF | 99.99% | 99.99% |
18/04/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 78,900 | 78,900 | 78,539 | 78,539 | 686,628 CHF | 687,413 CHF | 99.98% | 99.98% |
17/04/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 78,400 | 78,400 | 78,065 | 78,065 | 687,284 CHF | 688,066 CHF | 100.00% | 100.00% |
16/04/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 78,100 | 78,100 | 78,030 | 78,030 | 691,856 CHF | 692,636 CHF | 99.83% | 99.83% |