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 | 0.14% | 6.83 CHF | 6.84 CHF | 44,000 | 44,000 | 43,785 | 43,785 | 304,192 CHF | 304,630 CHF | 99.97% | 99.97% |
15/05/2024 | 0.15% | 7.01 CHF | 7.02 CHF | 44,000 | 44,000 | 43,731 | 43,731 | 300,740 CHF | 301,178 CHF | 100.00% | 100.00% |
14/05/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 44,000 | 44,000 | 43,810 | 43,810 | 297,565 CHF | 298,003 CHF | 99.93% | 99.93% |
13/05/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 44,000 | 44,000 | 43,819 | 43,819 | 299,734 CHF | 300,172 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 44,000 | 44,000 | 43,819 | 43,819 | 302,630 CHF | 303,068 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 44,000 | 44,000 | 43,809 | 43,809 | 284,411 CHF | 284,849 CHF | 99.07% | 99.07% |
07/05/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 44,000 | 44,000 | 45,139 | 45,139 | 290,534 CHF | 290,986 CHF | 98.49% | 98.49% |
06/05/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 52,000 | 52,000 | 51,786 | 51,786 | 283,391 CHF | 283,908 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 52,000 | 52,000 | 51,785 | 51,785 | 281,684 CHF | 282,202 CHF | 99.92% | 99.92% |
02/05/2024 | 0.18% | 5.38 CHF | 5.39 CHF | 52,000 | 52,000 | 51,786 | 51,786 | 285,752 CHF | 286,270 CHF | 99.99% | 99.99% |