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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.13% | 8.23 CHF | 8.24 CHF | 50,000 | 50,000 | 30,476 | 30,476 | 251,466 CHF | 251,796 CHF | 98.85% | 98.85% |
13/05/2024 | 0.13% | 8.33 CHF | 8.34 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 256,215 CHF | 256,546 CHF | 99.66% | 99.66% |
10/05/2024 | 0.13% | 8.44 CHF | 8.45 CHF | 50,000 | 50,000 | 30,332 | 30,332 | 261,004 CHF | 261,334 CHF | 98.54% | 98.54% |
08/05/2024 | 0.13% | 8.48 CHF | 8.49 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 258,311 CHF | 258,641 CHF | 99.66% | 99.66% |
07/05/2024 | 0.13% | 8.59 CHF | 8.60 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 259,085 CHF | 259,416 CHF | 99.66% | 99.66% |
06/05/2024 | 0.13% | 8.37 CHF | 8.38 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 252,437 CHF | 252,767 CHF | 99.66% | 99.66% |
03/05/2024 | 0.47% | 8.29 CHF | 8.30 CHF | 50,000 | 50,000 | 6,721 | 6,721 | 55,849 CHF | 55,999 CHF | 99.21% | 99.21% |
02/05/2024 | 0.14% | 8.04 CHF | 8.05 CHF | 50,000 | 50,000 | 30,406 | 30,406 | 241,796 CHF | 242,126 CHF | 99.54% | 99.54% |
30/04/2024 | 0.14% | 7.82 CHF | 7.83 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 243,759 CHF | 244,090 CHF | 99.66% | 99.66% |
29/04/2024 | 0.14% | 7.77 CHF | 7.78 CHF | 50,000 | 50,000 | 30,501 | 30,501 | 242,361 CHF | 242,692 CHF | 98.36% | 98.36% |