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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.13% | 8.23 CHF | 8.24 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 253,168 CHF | 253,498 CHF | 99.66% | 99.66% |
10/05/2024 | 0.13% | 8.34 CHF | 8.35 CHF | 50,000 | 50,000 | 30,332 | 30,332 | 257,976 CHF | 258,305 CHF | 98.53% | 98.53% |
08/05/2024 | 0.13% | 8.38 CHF | 8.39 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 255,261 CHF | 255,592 CHF | 99.65% | 99.65% |
07/05/2024 | 0.13% | 8.49 CHF | 8.50 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 256,038 CHF | 256,368 CHF | 99.65% | 99.65% |
06/05/2024 | 0.13% | 8.27 CHF | 8.28 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 249,402 CHF | 249,732 CHF | 99.65% | 99.65% |
03/05/2024 | 0.47% | 8.19 CHF | 8.20 CHF | 50,000 | 50,000 | 6,672 | 6,672 | 54,767 CHF | 54,917 CHF | 99.10% | 99.10% |
02/05/2024 | 0.14% | 7.94 CHF | 7.95 CHF | 50,000 | 50,000 | 30,399 | 30,399 | 238,693 CHF | 239,023 CHF | 99.50% | 99.50% |
30/04/2024 | 0.14% | 7.72 CHF | 7.73 CHF | 50,000 | 50,000 | 30,425 | 30,425 | 240,654 CHF | 240,985 CHF | 99.61% | 99.61% |
29/04/2024 | 0.14% | 7.67 CHF | 7.68 CHF | 50,000 | 50,000 | 30,501 | 30,501 | 239,304 CHF | 239,635 CHF | 98.36% | 98.36% |
26/04/2024 | 0.14% | 7.60 CHF | 7.61 CHF | 50,000 | 50,000 | 30,465 | 30,465 | 231,377 CHF | 231,708 CHF | 98.50% | 98.50% |