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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.25% | 7.94 CHF | 7.96 CHF | 18,900 | 18,900 | 18,619 | 18,619 | 148,299 CHF | 148,672 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 8.39 CHF | 8.41 CHF | 18,500 | 18,500 | 18,377 | 18,377 | 156,325 CHF | 156,694 CHF | 99.98% | 99.98% |
14/05/2024 | 0.25% | 8.36 CHF | 8.38 CHF | 19,300 | 19,300 | 19,384 | 19,384 | 157,137 CHF | 157,524 CHF | 99.77% | 99.77% |
13/05/2024 | 0.25% | 7.91 CHF | 7.93 CHF | 19,500 | 19,500 | 19,341 | 19,341 | 155,019 CHF | 155,406 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 7.99 CHF | 8.01 CHF | 19,400 | 19,400 | 19,261 | 19,261 | 155,404 CHF | 155,789 CHF | 99.99% | 99.99% |
08/05/2024 | 0.24% | 8.21 CHF | 8.23 CHF | 18,400 | 18,400 | 18,419 | 18,419 | 152,072 CHF | 152,441 CHF | 99.09% | 99.09% |
07/05/2024 | 0.24% | 8.30 CHF | 8.32 CHF | 19,900 | 19,900 | 19,994 | 19,994 | 163,486 CHF | 163,886 CHF | 99.52% | 99.52% |
06/05/2024 | 0.27% | 7.54 CHF | 7.56 CHF | 21,800 | 21,800 | 22,088 | 22,088 | 160,744 CHF | 161,186 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 6.79 CHF | 6.81 CHF | 23,300 | 23,300 | 23,395 | 23,395 | 159,694 CHF | 160,162 CHF | 99.64% | 99.64% |
02/05/2024 | 0.30% | 6.59 CHF | 6.61 CHF | 24,000 | 24,000 | 23,785 | 23,785 | 157,218 CHF | 157,694 CHF | 99.98% | 99.98% |