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 | 0.13% | 7.82 CHF | 7.83 CHF | 34,000 | 34,000 | 33,827 | 33,827 | 263,782 CHF | 264,121 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 35,000 | 35,000 | 34,068 | 34,068 | 260,564 CHF | 260,906 CHF | 99.88% | 99.88% |
14/05/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 35,000 | 35,000 | 34,845 | 34,845 | 264,605 CHF | 264,954 CHF | 100.00% | 100.00% |
13/05/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 34,000 | 34,000 | 34,034 | 34,034 | 261,609 CHF | 261,949 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 261,804 CHF | 262,142 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 36,000 | 36,000 | 35,844 | 35,844 | 260,906 CHF | 261,265 CHF | 99.09% | 99.09% |
07/05/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 37,000 | 37,000 | 36,834 | 36,834 | 257,911 CHF | 258,280 CHF | 99.94% | 99.94% |
06/05/2024 | 0.15% | 6.96 CHF | 6.97 CHF | 37,000 | 37,000 | 37,765 | 37,765 | 259,819 CHF | 260,197 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 39,000 | 39,000 | 37,861 | 37,861 | 258,030 CHF | 258,408 CHF | 99.97% | 99.97% |
02/05/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 38,000 | 38,000 | 37,213 | 37,213 | 258,494 CHF | 258,866 CHF | 99.99% | 99.99% |