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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 35,000 | 35,000 | 35,032 | 35,032 | 248,203 CHF | 248,553 CHF | 99.48% | 99.48% |
07/05/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 35,500 | 35,500 | 35,186 | 35,186 | 246,229 CHF | 246,581 CHF | 99.68% | 99.68% |
06/05/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 36,000 | 36,000 | 35,603 | 35,603 | 245,583 CHF | 245,940 CHF | 94.83% | 98.40% |
03/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 36,500 | 36,500 | 36,395 | 36,395 | 247,891 CHF | 248,255 CHF | 97.27% | 97.27% |
02/05/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 36,500 | 36,500 | 36,329 | 36,329 | 248,516 CHF | 248,879 CHF | 98.97% | 98.97% |
30/04/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 36,000 | 36,000 | 35,887 | 35,887 | 246,909 CHF | 247,268 CHF | 99.28% | 99.28% |
29/04/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 36,000 | 36,000 | 35,803 | 35,803 | 245,950 CHF | 246,308 CHF | 99.68% | 99.68% |
26/04/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 36,500 | 36,500 | 36,406 | 36,406 | 247,360 CHF | 247,724 CHF | 99.49% | 99.49% |
25/04/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 36,500 | 36,500 | 35,777 | 35,777 | 245,756 CHF | 246,114 CHF | 98.71% | 98.71% |
24/04/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 36,000 | 36,000 | 35,177 | 35,177 | 246,304 CHF | 246,657 CHF | 99.59% | 99.59% |