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 | 0.14% | 7.93 CHF | 7.94 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 241,836 CHF | 242,166 CHF | 99.66% | 99.66% |
15/05/2024 | 0.14% | 7.84 CHF | 7.85 CHF | 50,000 | 50,000 | 30,434 | 30,434 | 241,114 CHF | 241,444 CHF | 99.61% | 99.61% |
14/05/2024 | 0.14% | 7.89 CHF | 7.90 CHF | 50,000 | 50,000 | 30,476 | 30,476 | 241,097 CHF | 241,427 CHF | 98.85% | 98.85% |
13/05/2024 | 0.14% | 7.99 CHF | 8.00 CHF | 50,000 | 50,000 | 30,433 | 30,433 | 245,886 CHF | 246,216 CHF | 99.63% | 99.63% |
10/05/2024 | 0.13% | 8.10 CHF | 8.11 CHF | 50,000 | 50,000 | 30,320 | 30,320 | 250,596 CHF | 250,926 CHF | 98.48% | 98.48% |
08/05/2024 | 0.14% | 8.14 CHF | 8.15 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 247,950 CHF | 248,281 CHF | 99.67% | 99.67% |
07/05/2024 | 0.14% | 8.25 CHF | 8.26 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 248,746 CHF | 249,076 CHF | 99.66% | 99.66% |
06/05/2024 | 0.14% | 8.03 CHF | 8.04 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 242,135 CHF | 242,466 CHF | 99.67% | 99.67% |
03/05/2024 | 0.49% | 7.95 CHF | 7.96 CHF | 50,000 | 50,000 | 6,722 | 6,722 | 53,577 CHF | 53,728 CHF | 99.18% | 99.18% |
02/05/2024 | 0.15% | 7.70 CHF | 7.71 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 231,608 CHF | 231,938 CHF | 99.66% | 99.66% |