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 | 1.21% | 8.14 CHF | 8.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 163,938 CHF | 165,938 CHF | 99.53% | 99.53% |
15/05/2024 | 1.12% | 8.65 CHF | 8.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 177,009 CHF | 179,009 CHF | 99.51% | 99.51% |
14/05/2024 | 1.16% | 8.72 CHF | 8.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 171,907 CHF | 173,907 CHF | 98.28% | 98.28% |
13/05/2024 | 1.24% | 8.23 CHF | 8.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 159,931 CHF | 161,931 CHF | 99.53% | 99.53% |
10/05/2024 | 1.23% | 8.17 CHF | 8.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 161,583 CHF | 163,583 CHF | 98.20% | 98.20% |
08/05/2024 | 1.19% | 8.14 CHF | 8.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 167,430 CHF | 169,430 CHF | 97.51% | 97.51% |
07/05/2024 | 1.15% | 8.83 CHF | 8.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 172,821 CHF | 174,821 CHF | 97.83% | 97.83% |
06/05/2024 | 1.19% | 8.33 CHF | 8.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 167,776 CHF | 169,776 CHF | 99.19% | 99.19% |
03/05/2024 | 1.25% | 7.98 CHF | 8.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 159,227 CHF | 161,227 CHF | 99.36% | 99.36% |
02/05/2024 | 1.27% | 7.79 CHF | 7.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 156,232 CHF | 158,232 CHF | 95.47% | 95.47% |