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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/05/2023 | 0.60% | 8.10 CHF | 8.15 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 182,337 CHF | 183,440 CHF | 100.00% | 100.00% |
24/05/2023 | 0.60% | 8.08 CHF | 8.13 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 182,133 CHF | 183,235 CHF | 100.00% | 100.00% |
22/05/2023 | 0.60% | 8.26 CHF | 8.31 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 185,250 CHF | 186,367 CHF | 100.00% | 100.00% |
19/05/2023 | 0.60% | 8.28 CHF | 8.32 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 186,572 CHF | 187,697 CHF | 100.00% | 100.00% |
17/05/2023 | 0.60% | 8.15 CHF | 8.19 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 183,487 CHF | 184,590 CHF | 100.00% | 100.00% |
16/05/2023 | 0.60% | 8.15 CHF | 8.20 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 183,766 CHF | 184,869 CHF | 100.00% | 100.00% |
15/05/2023 | 0.60% | 8.15 CHF | 8.20 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 183,708 CHF | 184,810 CHF | 100.00% | 100.00% |
12/05/2023 | 0.60% | 8.16 CHF | 8.21 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 183,592 CHF | 184,694 CHF | 100.00% | 100.00% |
11/05/2023 | 0.60% | 8.12 CHF | 8.17 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 183,167 CHF | 184,270 CHF | 100.00% | 100.00% |
10/05/2023 | 0.60% | 8.08 CHF | 8.13 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 181,895 CHF | 182,997 CHF | 99.87% | 99.87% |