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 | 0.15% | 6.96 CHF | 6.97 CHF | 145,000 | 145,000 | 51,105 | 51,105 | 350,424 CHF | 350,936 CHF | 99.98% | 99.98% |
30/04/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 150,000 | 150,000 | 51,100 | 51,100 | 350,421 CHF | 350,932 CHF | 99.98% | 99.98% |
29/04/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 150,000 | 150,000 | 50,865 | 50,865 | 349,148 CHF | 349,657 CHF | 99.57% | 99.57% |
26/04/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 150,000 | 150,000 | 50,865 | 50,865 | 350,574 CHF | 351,083 CHF | 99.32% | 99.32% |
25/04/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 145,000 | 145,000 | 51,570 | 51,570 | 350,918 CHF | 351,434 CHF | 99.98% | 99.98% |
24/04/2024 | 0.14% | 6.85 CHF | 6.86 CHF | 145,000 | 145,000 | 49,026 | 49,026 | 345,152 CHF | 345,643 CHF | 99.75% | 99.75% |
23/04/2024 | 0.15% | 7.05 CHF | 7.06 CHF | 145,000 | 145,000 | 51,090 | 51,090 | 353,546 CHF | 354,058 CHF | 99.97% | 99.97% |
22/04/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 150,000 | 150,000 | 51,176 | 51,176 | 344,076 CHF | 344,588 CHF | 99.94% | 99.94% |
19/04/2024 | 0.22% | 6.91 CHF | 6.92 CHF | 145,000 | 145,000 | 39,758 | 39,758 | 280,054 CHF | 280,505 CHF | 99.59% | 99.59% |
18/04/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 135,000 | 135,000 | 47,096 | 47,096 | 372,335 CHF | 372,807 CHF | 99.99% | 99.99% |