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% | 7.94 CHF | 7.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 200,128 CHF | 200,378 CHF | 97.95% | 97.95% |
21/05/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 196,088 CHF | 196,338 CHF | 99.39% | 99.39% |
17/05/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 193,527 CHF | 193,777 CHF | 99.06% | 99.06% |
16/05/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 207,240 CHF | 207,490 CHF | 99.38% | 99.38% |
15/05/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,679 CHF | 227,929 CHF | 97.63% | 97.63% |
14/05/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 225,856 CHF | 226,106 CHF | 99.17% | 99.17% |
13/05/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 230,584 CHF | 230,834 CHF | 99.38% | 99.38% |
10/05/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,831 CHF | 229,081 CHF | 96.01% | 96.01% |
08/05/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 214,787 CHF | 215,037 CHF | 99.39% | 99.39% |
07/05/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 205,477 CHF | 205,727 CHF | 97.64% | 97.64% |