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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.08% | 8.40 CHF | 8.49 CHF | 8,800 | 8,800 | 8,797 | 8,797 | 72,769 CHF | 73,561 CHF | 100.00% | 100.00% |
22/05/2024 | 1.03% | 7.97 CHF | 8.05 CHF | 9,400 | 9,400 | 9,482 | 9,482 | 73,044 CHF | 73,803 CHF | 100.00% | 100.00% |
21/05/2024 | 1.14% | 7.60 CHF | 7.69 CHF | 9,300 | 9,300 | 9,275 | 9,275 | 72,533 CHF | 73,368 CHF | 95.60% | 95.60% |
17/05/2024 | 1.18% | 7.68 CHF | 7.77 CHF | 9,400 | 9,400 | 9,401 | 9,401 | 70,688 CHF | 71,526 CHF | 100.00% | 100.00% |
16/05/2024 | 1.07% | 7.77 CHF | 7.86 CHF | 8,600 | 8,600 | 8,496 | 8,496 | 71,021 CHF | 71,786 CHF | 100.00% | 100.00% |
15/05/2024 | 1.12% | 8.58 CHF | 8.67 CHF | 9,200 | 9,200 | 9,225 | 9,225 | 73,915 CHF | 74,748 CHF | 100.00% | 100.00% |
14/05/2024 | 1.11% | 7.69 CHF | 7.78 CHF | 9,400 | 9,400 | 9,442 | 9,442 | 68,720 CHF | 69,486 CHF | 99.97% | 99.97% |
13/05/2024 | 1.26% | 7.58 CHF | 7.68 CHF | 8,400 | 8,400 | 8,344 | 8,344 | 65,775 CHF | 66,609 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 8.92 CHF | 9.01 CHF | 9,200 | 9,200 | 9,232 | 9,232 | 81,798 CHF | 82,629 CHF | 99.98% | 99.98% |
08/05/2024 | 1.03% | 7.55 CHF | 7.63 CHF | 9,900 | 9,900 | 9,877 | 9,877 | 75,991 CHF | 76,781 CHF | 99.25% | 99.25% |