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 | 0.41% | 7.88 CHF | 7.89 CHF | 34,000 | 34,000 | 18,969 | 18,969 | 144,706 CHF | 145,202 CHF | 99.79% | 99.79% |
15/05/2024 | 0.43% | 7.40 CHF | 7.41 CHF | 35,700 | 35,700 | 19,532 | 19,532 | 142,357 CHF | 142,865 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 7.13 CHF | 7.14 CHF | 36,400 | 36,400 | 20,262 | 20,262 | 142,230 CHF | 142,759 CHF | 99.13% | 99.13% |
13/05/2024 | 0.48% | 6.54 CHF | 6.55 CHF | 37,800 | 37,800 | 20,339 | 20,339 | 130,905 CHF | 131,430 CHF | 99.98% | 99.98% |
10/05/2024 | 0.44% | 6.87 CHF | 6.88 CHF | 36,400 | 36,400 | 20,013 | 20,013 | 139,557 CHF | 140,076 CHF | 99.99% | 99.99% |
08/05/2024 | 0.43% | 7.21 CHF | 7.22 CHF | 34,900 | 34,900 | 19,144 | 19,144 | 138,348 CHF | 138,850 CHF | 99.12% | 99.12% |
07/05/2024 | 0.45% | 7.37 CHF | 7.38 CHF | 36,800 | 36,800 | 20,517 | 20,517 | 144,739 CHF | 145,273 CHF | 99.76% | 99.76% |
06/05/2024 | 0.46% | 6.73 CHF | 6.74 CHF | 37,900 | 37,900 | 21,040 | 21,040 | 141,868 CHF | 142,413 CHF | 99.79% | 99.79% |
03/05/2024 | 0.46% | 6.36 CHF | 6.37 CHF | 38,800 | 38,800 | 21,218 | 21,218 | 140,994 CHF | 141,542 CHF | 99.56% | 99.56% |
02/05/2024 | 0.40% | 6.53 CHF | 6.54 CHF | 40,800 | 40,800 | 22,113 | 22,113 | 143,814 CHF | 144,300 CHF | 99.98% | 99.98% |