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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.25% | 8.06 CHF | 8.08 CHF | 46,200 | 46,200 | 45,656 | 45,656 | 371,204 CHF | 372,117 CHF | 99.98% | 99.98% |
13/05/2024 | 0.24% | 8.18 CHF | 8.20 CHF | 45,300 | 45,300 | 45,240 | 45,240 | 373,942 CHF | 374,846 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 8.37 CHF | 8.39 CHF | 45,200 | 45,200 | 44,659 | 44,659 | 371,739 CHF | 372,632 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 8.38 CHF | 8.40 CHF | 44,800 | 44,800 | 44,800 | 44,800 | 375,632 CHF | 376,528 CHF | 99.16% | 99.16% |
07/05/2024 | 0.24% | 8.34 CHF | 8.36 CHF | 44,800 | 44,800 | 44,375 | 44,375 | 371,479 CHF | 372,367 CHF | 99.69% | 99.69% |
06/05/2024 | 0.24% | 8.44 CHF | 8.46 CHF | 44,100 | 44,100 | 43,859 | 43,859 | 372,748 CHF | 373,625 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 8.60 CHF | 8.62 CHF | 43,700 | 43,700 | 44,066 | 44,066 | 376,531 CHF | 377,412 CHF | 98.76% | 98.76% |
02/05/2024 | 0.24% | 8.41 CHF | 8.43 CHF | 44,300 | 44,300 | 45,684 | 45,684 | 385,620 CHF | 386,533 CHF | 99.99% | 99.99% |
30/04/2024 | 0.24% | 8.17 CHF | 8.19 CHF | 45,000 | 45,000 | 44,739 | 44,739 | 372,967 CHF | 373,863 CHF | 99.99% | 99.99% |
29/04/2024 | 0.24% | 8.49 CHF | 8.51 CHF | 44,600 | 44,600 | 44,660 | 44,660 | 376,989 CHF | 377,882 CHF | 99.82% | 99.82% |