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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 80,000 | 80,000 | 79,963 | 79,963 | 587,225 CHF | 588,025 CHF | 99.75% | 99.75% |
06/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 558,043 CHF | 558,843 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 523,005 CHF | 523,805 CHF | 99.18% | 99.18% |
02/05/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 494,054 CHF | 494,854 CHF | 99.39% | 99.39% |
30/04/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 539,154 CHF | 539,954 CHF | 99.41% | 99.41% |
29/04/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 80,000 | 80,000 | 79,990 | 79,990 | 543,377 CHF | 544,177 CHF | 99.34% | 99.34% |
26/04/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 528,394 CHF | 529,194 CHF | 99.34% | 99.34% |
25/04/2024 | 0.16% | 5.93 CHF | 5.94 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 488,639 CHF | 489,439 CHF | 99.88% | 99.88% |
24/04/2024 | 0.15% | 6.38 CHF | 6.39 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 524,017 CHF | 524,817 CHF | 99.84% | 99.84% |
23/04/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 80,000 | 80,000 | 79,950 | 79,950 | 487,598 CHF | 488,398 CHF | 100.00% | 100.00% |