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 | 0.31% | 6.28 CHF | 6.30 CHF | 31,600 | 31,600 | 30,891 | 30,891 | 200,846 CHF | 201,464 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 6.78 CHF | 6.80 CHF | 31,500 | 31,500 | 31,288 | 31,288 | 213,256 CHF | 213,883 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 6.55 CHF | 6.57 CHF | 31,500 | 31,500 | 31,511 | 31,511 | 205,784 CHF | 206,415 CHF | 99.67% | 99.67% |
13/05/2024 | 0.31% | 6.53 CHF | 6.55 CHF | 31,700 | 31,700 | 32,132 | 32,132 | 208,431 CHF | 209,074 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 6.50 CHF | 6.52 CHF | 32,800 | 32,800 | 32,145 | 32,145 | 212,355 CHF | 212,998 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 6.06 CHF | 6.08 CHF | 33,800 | 33,800 | 33,656 | 33,656 | 204,743 CHF | 205,416 CHF | 99.14% | 99.14% |
07/05/2024 | 0.33% | 6.17 CHF | 6.19 CHF | 33,600 | 33,600 | 33,459 | 33,459 | 204,548 CHF | 205,217 CHF | 99.64% | 99.64% |
06/05/2024 | 0.32% | 6.22 CHF | 6.24 CHF | 34,100 | 34,100 | 33,959 | 33,959 | 210,456 CHF | 211,135 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 6.08 CHF | 6.10 CHF | 33,600 | 33,600 | 33,463 | 33,463 | 205,840 CHF | 206,509 CHF | 99.90% | 99.90% |
02/05/2024 | 0.32% | 6.18 CHF | 6.20 CHF | 35,100 | 35,100 | 34,955 | 34,955 | 216,334 CHF | 217,033 CHF | 99.97% | 99.97% |