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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 135,000 | 135,000 | 46,897 | 46,897 | 393,258 CHF | 393,728 CHF | 99.99% | 99.99% |
14/05/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 135,000 | 135,000 | 47,081 | 47,081 | 396,222 CHF | 396,694 CHF | 100.00% | 100.00% |
13/05/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 135,000 | 135,000 | 47,119 | 47,119 | 390,671 CHF | 391,142 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 135,000 | 135,000 | 46,485 | 46,485 | 389,418 CHF | 389,883 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 135,000 | 135,000 | 45,807 | 45,807 | 380,136 CHF | 380,595 CHF | 98.97% | 98.97% |
07/05/2024 | 0.13% | 8.18 CHF | 8.19 CHF | 135,000 | 135,000 | 48,402 | 48,402 | 390,028 CHF | 390,513 CHF | 99.61% | 99.61% |
06/05/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 140,000 | 140,000 | 49,264 | 49,264 | 384,831 CHF | 385,324 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 7.62 CHF | 7.63 CHF | 145,000 | 145,000 | 49,888 | 49,888 | 377,467 CHF | 377,966 CHF | 99.97% | 99.97% |
02/05/2024 | 0.14% | 7.48 CHF | 7.49 CHF | 145,000 | 145,000 | 51,104 | 51,104 | 377,397 CHF | 377,909 CHF | 99.99% | 99.99% |
30/04/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 150,000 | 150,000 | 51,099 | 51,099 | 377,433 CHF | 377,945 CHF | 99.97% | 99.97% |