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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.30% | 5.92 CHF | 6.00 CHF | 20,600 | 20,600 | 20,459 | 20,459 | 124,996 CHF | 126,633 CHF | 99.70% | 99.70% |
13/05/2024 | 1.21% | 6.47 CHF | 6.55 CHF | 19,400 | 19,400 | 19,319 | 19,319 | 127,242 CHF | 128,788 CHF | 99.87% | 99.87% |
10/05/2024 | 1.12% | 6.96 CHF | 7.04 CHF | 19,000 | 19,000 | 18,854 | 18,854 | 133,403 CHF | 134,911 CHF | 100.00% | 100.00% |
08/05/2024 | 1.15% | 6.76 CHF | 6.84 CHF | 19,900 | 19,900 | 19,707 | 19,707 | 136,347 CHF | 137,923 CHF | 98.93% | 98.93% |
07/05/2024 | 1.21% | 6.69 CHF | 6.77 CHF | 20,100 | 20,100 | 20,103 | 20,103 | 132,207 CHF | 133,815 CHF | 99.41% | 99.41% |
06/05/2024 | 1.20% | 6.45 CHF | 6.53 CHF | 20,100 | 20,100 | 19,912 | 19,912 | 131,464 CHF | 133,057 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 6.64 CHF | 6.72 CHF | 20,600 | 20,600 | 20,592 | 20,592 | 135,896 CHF | 137,544 CHF | 99.89% | 99.89% |
02/05/2024 | 1.23% | 6.26 CHF | 6.34 CHF | 21,200 | 21,200 | 21,103 | 21,103 | 136,302 CHF | 137,990 CHF | 98.54% | 98.54% |
30/04/2024 | 1.27% | 6.19 CHF | 6.27 CHF | 19,900 | 19,900 | 19,741 | 19,741 | 124,109 CHF | 125,689 CHF | 99.98% | 99.98% |
29/04/2024 | 1.25% | 6.72 CHF | 6.80 CHF | 18,900 | 18,900 | 18,765 | 18,765 | 128,256 CHF | 129,874 CHF | 100.00% | 100.00% |