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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 37,500 | 37,500 | 37,226 | 37,226 | 246,315 CHF | 246,688 CHF | 93.35% | 99.47% |
08/05/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 37,500 | 37,500 | 37,819 | 37,819 | 248,410 CHF | 248,789 CHF | 99.46% | 99.46% |
07/05/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 38,000 | 38,000 | 38,106 | 38,106 | 246,937 CHF | 247,319 CHF | 99.65% | 99.65% |
06/05/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 39,000 | 39,000 | 38,594 | 38,594 | 246,228 CHF | 246,615 CHF | 96.62% | 98.62% |
03/05/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 40,000 | 40,000 | 39,433 | 39,433 | 248,187 CHF | 248,582 CHF | 97.69% | 97.69% |
02/05/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 39,500 | 39,500 | 39,310 | 39,310 | 248,554 CHF | 248,948 CHF | 99.51% | 99.51% |
30/04/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 39,000 | 39,000 | 38,786 | 38,786 | 246,810 CHF | 247,198 CHF | 99.15% | 99.15% |
29/04/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 39,000 | 39,000 | 38,810 | 38,810 | 246,532 CHF | 246,921 CHF | 99.66% | 99.66% |
26/04/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 39,500 | 39,500 | 39,400 | 39,400 | 247,364 CHF | 247,758 CHF | 99.79% | 99.79% |
25/04/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 39,500 | 39,500 | 39,500 | 39,500 | 249,214 CHF | 249,609 CHF | 17.76% | 100.00% |