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 | 2.03% | 6.82 CHF | 6.96 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 163,716 CHF | 167,076 CHF | 100.00% | 100.00% |
15/05/2024 | 1.98% | 6.71 CHF | 6.85 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 158,068 CHF | 161,223 CHF | 100.00% | 100.00% |
14/05/2024 | 2.02% | 6.59 CHF | 6.72 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 160,841 CHF | 164,117 CHF | 100.00% | 100.00% |
13/05/2024 | 2.03% | 6.78 CHF | 6.92 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 163,518 CHF | 166,878 CHF | 100.00% | 100.00% |
10/05/2024 | 2.01% | 6.67 CHF | 6.80 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 165,815 CHF | 169,175 CHF | 100.00% | 100.00% |
08/05/2024 | 2.00% | 6.80 CHF | 6.94 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 161,362 CHF | 164,629 CHF | 100.00% | 100.00% |
07/05/2024 | 2.04% | 6.83 CHF | 6.97 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 162,949 CHF | 166,309 CHF | 100.00% | 100.00% |
06/05/2024 | 2.02% | 6.69 CHF | 6.83 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 164,606 CHF | 167,964 CHF | 100.00% | 100.00% |
03/05/2024 | 1.97% | 6.78 CHF | 6.92 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 160,786 CHF | 163,989 CHF | 99.13% | 99.13% |
02/05/2024 | 2.01% | 6.76 CHF | 6.90 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 160,343 CHF | 163,593 CHF | 100.00% | 100.00% |