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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 607,085 CHF | 607,835 CHF | 99.20% | 99.20% |
16/05/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 595,506 CHF | 596,256 CHF | 99.34% | 99.34% |
15/05/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 580,950 CHF | 581,700 CHF | 99.32% | 99.32% |
14/05/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 570,436 CHF | 571,186 CHF | 99.02% | 99.02% |
13/05/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 546,650 CHF | 547,400 CHF | 98.39% | 98.39% |
10/05/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 570,704 CHF | 571,454 CHF | 99.33% | 99.33% |
08/05/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 580,088 CHF | 580,838 CHF | 99.28% | 99.28% |
07/05/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 568,722 CHF | 569,472 CHF | 99.34% | 99.34% |
06/05/2024 | 0.13% | 7.42 CHF | 7.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 558,050 CHF | 558,800 CHF | 99.35% | 99.35% |
03/05/2024 | 0.13% | 7.21 CHF | 7.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 556,471 CHF | 557,221 CHF | 99.12% | 99.12% |