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% | 8.79 CHF | 8.81 CHF | 10,000 | 10,000 | 9,965 | 9,965 | 83,431 CHF | 83,657 CHF | 99.59% | 99.59% |
15/05/2024 | 0.20% | 8.01 CHF | 8.03 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 81,808 CHF | 81,970 CHF | 99.52% | 99.52% |
14/05/2024 | 0.20% | 8.03 CHF | 8.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 74,870 CHF | 75,022 CHF | 99.58% | 99.58% |
13/05/2024 | 0.20% | 7.73 CHF | 7.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 78,772 CHF | 78,934 CHF | 99.58% | 99.58% |
10/05/2024 | 0.21% | 8.25 CHF | 8.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 81,462 CHF | 81,630 CHF | 99.53% | 99.53% |
08/05/2024 | 0.20% | 8.86 CHF | 8.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 88,725 CHF | 88,900 CHF | 99.55% | 99.55% |
07/05/2024 | 0.21% | 8.69 CHF | 8.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 91,215 CHF | 91,404 CHF | 99.51% | 99.51% |
06/05/2024 | 0.20% | 9.45 CHF | 9.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 92,795 CHF | 92,983 CHF | 99.56% | 99.56% |
03/05/2024 | 0.20% | 9.37 CHF | 9.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 93,878 CHF | 94,063 CHF | 99.57% | 99.57% |
02/05/2024 | 0.25% | 9.25 CHF | 9.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 87,542 CHF | 87,758 CHF | 99.46% | 99.46% |