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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.14% | 7.47 CHF | 7.48 CHF | 145,000 | 145,000 | 51,096 | 51,096 | 376,507 CHF | 377,019 CHF | 99.98% | 99.98% |
30/04/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 150,000 | 150,000 | 51,101 | 51,101 | 376,578 CHF | 377,090 CHF | 99.98% | 99.98% |
29/04/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 150,000 | 150,000 | 50,866 | 50,866 | 375,139 CHF | 375,648 CHF | 99.57% | 99.57% |
26/04/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 150,000 | 150,000 | 50,918 | 50,918 | 376,973 CHF | 377,483 CHF | 99.38% | 99.38% |
25/04/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 145,000 | 145,000 | 51,601 | 51,601 | 377,528 CHF | 378,045 CHF | 100.00% | 100.00% |
24/04/2024 | 0.13% | 7.36 CHF | 7.37 CHF | 145,000 | 145,000 | 49,026 | 49,026 | 370,235 CHF | 370,726 CHF | 99.75% | 99.75% |
23/04/2024 | 0.14% | 7.56 CHF | 7.57 CHF | 145,000 | 145,000 | 51,094 | 51,094 | 379,621 CHF | 380,133 CHF | 99.98% | 99.98% |
22/04/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 150,000 | 150,000 | 51,178 | 51,178 | 370,170 CHF | 370,683 CHF | 100.00% | 100.00% |
19/04/2024 | 0.20% | 7.42 CHF | 7.43 CHF | 145,000 | 145,000 | 39,657 | 39,657 | 299,495 CHF | 299,946 CHF | 99.49% | 99.49% |
18/04/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 135,000 | 135,000 | 47,088 | 47,088 | 396,303 CHF | 396,775 CHF | 99.98% | 99.98% |