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 | 0.12% | 8.76 CHF | 8.77 CHF | 70,000 | 70,000 | 30,710 | 30,710 | 261,444 CHF | 261,752 CHF | 99.99% | 99.99% |
14/05/2024 | 0.13% | 8.25 CHF | 8.26 CHF | 72,000 | 72,000 | 32,261 | 32,261 | 262,154 CHF | 262,477 CHF | 99.90% | 99.90% |
13/05/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 72,000 | 72,000 | 31,570 | 31,570 | 260,955 CHF | 261,271 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 73,000 | 73,000 | 31,408 | 31,408 | 263,283 CHF | 263,598 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 72,000 | 72,000 | 30,950 | 30,950 | 261,480 CHF | 261,790 CHF | 99.06% | 99.06% |
07/05/2024 | 0.12% | 8.69 CHF | 8.70 CHF | 70,000 | 70,000 | 30,667 | 30,667 | 262,757 CHF | 263,064 CHF | 99.64% | 99.64% |
06/05/2024 | 0.12% | 8.55 CHF | 8.56 CHF | 71,000 | 71,000 | 30,852 | 30,852 | 260,333 CHF | 260,642 CHF | 99.94% | 99.94% |
03/05/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 75,000 | 75,000 | 32,660 | 32,660 | 255,683 CHF | 256,010 CHF | 99.55% | 99.55% |
02/05/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 76,000 | 76,000 | 32,650 | 32,650 | 249,356 CHF | 249,683 CHF | 99.90% | 99.90% |
30/04/2024 | 0.11% | 9.09 CHF | 9.10 CHF | 68,000 | 68,000 | 29,510 | 29,510 | 269,452 CHF | 269,747 CHF | 99.97% | 99.97% |