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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 600,845 CHF | 601,595 CHF | 100.00% | 100.00% |
21/05/2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 616,652 CHF | 617,402 CHF | 99.55% | 99.55% |
17/05/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,520 CHF | 610,270 CHF | 100.00% | 100.00% |
16/05/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 74,953 | 74,953 | 613,918 CHF | 614,668 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 7.99 CHF | 8.00 CHF | 75,000 | 75,000 | 74,865 | 74,865 | 590,317 CHF | 591,067 CHF | 99.83% | 99.83% |
14/05/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 75,000 | 75,000 | 74,994 | 74,994 | 587,503 CHF | 588,253 CHF | 99.81% | 99.81% |
13/05/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 579,745 CHF | 580,495 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 590,912 CHF | 591,662 CHF | 100.00% | 100.00% |
08/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 591,063 CHF | 591,813 CHF | 99.77% | 99.77% |
07/05/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 75,000 | 75,000 | 74,977 | 74,977 | 616,263 CHF | 617,013 CHF | 98.40% | 98.40% |