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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 70,700 | 70,700 | 69,132 | 69,132 | 546,834 CHF | 547,526 CHF | 100.00% | 100.00% |
21/05/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 68,100 | 68,100 | 68,032 | 68,032 | 550,835 CHF | 551,515 CHF | 99.16% | 99.16% |
17/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 67,600 | 67,600 | 66,098 | 66,098 | 539,521 CHF | 540,182 CHF | 100.00% | 100.00% |
16/05/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 65,100 | 65,100 | 65,518 | 65,518 | 552,811 CHF | 553,466 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 65,900 | 65,900 | 66,392 | 66,392 | 554,635 CHF | 555,300 CHF | 99.83% | 99.83% |
14/05/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 67,000 | 67,000 | 66,512 | 66,512 | 548,388 CHF | 549,054 CHF | 99.87% | 99.87% |
13/05/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 66,200 | 66,200 | 66,380 | 66,380 | 550,613 CHF | 551,277 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 66,500 | 66,500 | 67,158 | 67,158 | 556,922 CHF | 557,593 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 67,300 | 67,300 | 66,816 | 66,816 | 549,145 CHF | 549,813 CHF | 99.16% | 99.16% |
07/05/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 66,500 | 66,500 | 65,953 | 65,953 | 546,920 CHF | 547,579 CHF | 99.70% | 99.70% |