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 | 0.62% | 8.07 CHF | 8.12 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 80,947 CHF | 81,447 CHF | 99.53% | 99.53% |
15/05/2024 | 0.58% | 8.52 CHF | 8.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 86,454 CHF | 86,954 CHF | 99.53% | 99.53% |
14/05/2024 | 0.61% | 8.50 CHF | 8.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 82,399 CHF | 82,899 CHF | 99.52% | 99.52% |
13/05/2024 | 0.61% | 8.04 CHF | 8.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 81,481 CHF | 81,981 CHF | 99.57% | 99.57% |
10/05/2024 | 0.61% | 8.12 CHF | 8.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 82,017 CHF | 82,517 CHF | 98.20% | 98.20% |
08/05/2024 | 0.59% | 8.35 CHF | 8.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 83,908 CHF | 84,408 CHF | 98.51% | 98.51% |
07/05/2024 | 0.36% | 8.45 CHF | 8.48 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 83,222 CHF | 83,522 CHF | 95.44% | 95.44% |
06/05/2024 | 0.40% | 7.68 CHF | 7.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 74,120 CHF | 74,420 CHF | 99.58% | 99.58% |
03/05/2024 | 0.43% | 6.92 CHF | 6.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 69,675 CHF | 69,975 CHF | 89.60% | 89.60% |
02/05/2024 | 0.44% | 6.71 CHF | 6.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 67,331 CHF | 67,631 CHF | 96.92% | 96.92% |