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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.21% | 9.34 CHF | 9.36 CHF | 45,000 | 45,000 | 44,637 | 44,637 | 418,956 CHF | 419,852 CHF | 93.26% | 93.26% |
07/05/2024 | 0.87% | 9.59 CHF | 9.61 CHF | 45,000 | 45,000 | 44,874 | 44,874 | 430,141 CHF | 433,884 CHF | 99.44% | 99.44% |
06/05/2024 | 0.96% | 9.46 CHF | 9.55 CHF | 45,000 | 45,000 | 44,918 | 44,918 | 420,990 CHF | 425,034 CHF | 100.00% | 100.00% |
03/05/2024 | 1.04% | 9.14 CHF | 9.23 CHF | 45,000 | 45,000 | 39,544 | 39,544 | 349,522 CHF | 353,118 CHF | 99.94% | 99.94% |
02/05/2024 | 1.04% | 8.66 CHF | 8.75 CHF | 45,000 | 45,000 | 44,915 | 44,915 | 388,592 CHF | 392,635 CHF | 99.22% | 99.22% |
30/04/2024 | 0.98% | 9.04 CHF | 9.13 CHF | 45,000 | 45,000 | 44,918 | 44,918 | 412,675 CHF | 416,718 CHF | 99.99% | 99.99% |
29/04/2024 | 0.98% | 9.19 CHF | 9.28 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 411,992 CHF | 416,035 CHF | 99.75% | 99.75% |
26/04/2024 | 1.11% | 9.12 CHF | 9.21 CHF | 45,000 | 45,000 | 44,914 | 44,914 | 403,236 CHF | 407,744 CHF | 99.14% | 99.14% |
25/04/2024 | 1.27% | 8.51 CHF | 8.62 CHF | 45,000 | 45,000 | 44,922 | 44,922 | 387,798 CHF | 392,740 CHF | 99.97% | 99.97% |
24/04/2024 | 1.22% | 8.91 CHF | 9.02 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 403,544 CHF | 408,485 CHF | 98.72% | 98.72% |