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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.27% | 7.32 CHF | 7.34 CHF | 73,600 | 73,600 | 70,236 | 70,236 | 512,890 CHF | 514,296 CHF | 99.99% | 99.99% |
15/05/2024 | 0.26% | 7.34 CHF | 7.36 CHF | 68,100 | 68,100 | 65,348 | 65,348 | 507,761 CHF | 509,071 CHF | 99.83% | 99.83% |
14/05/2024 | 0.24% | 7.98 CHF | 8.00 CHF | 63,800 | 63,800 | 63,494 | 63,494 | 531,974 CHF | 533,244 CHF | 99.95% | 99.95% |
13/05/2024 | 0.23% | 8.47 CHF | 8.49 CHF | 63,400 | 63,400 | 62,620 | 62,620 | 533,034 CHF | 534,287 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 8.86 CHF | 8.88 CHF | 62,100 | 62,100 | 58,445 | 58,445 | 507,452 CHF | 508,621 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 9.27 CHF | 9.29 CHF | 57,900 | 57,900 | 59,344 | 59,344 | 549,420 CHF | 550,607 CHF | 98.95% | 98.95% |
07/05/2024 | 0.23% | 8.71 CHF | 8.73 CHF | 60,400 | 60,400 | 60,812 | 60,812 | 539,727 CHF | 540,943 CHF | 99.34% | 99.34% |
06/05/2024 | 0.23% | 8.74 CHF | 8.76 CHF | 61,200 | 61,200 | 59,286 | 59,286 | 518,587 CHF | 519,772 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 8.83 CHF | 8.85 CHF | 58,000 | 58,000 | 55,042 | 55,042 | 500,350 CHF | 501,451 CHF | 99.82% | 99.82% |
02/05/2024 | 0.20% | 10.27 CHF | 10.29 CHF | 53,100 | 53,100 | 51,244 | 51,244 | 520,240 CHF | 521,264 CHF | 99.98% | 99.98% |