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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.56% | 7.06 CHF | 7.10 CHF | 18,400 | 18,400 | 18,400 | 18,400 | 131,932 CHF | 132,668 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 7.18 CHF | 7.21 CHF | 19,300 | 19,300 | 19,331 | 19,331 | 135,979 CHF | 136,559 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 6.70 CHF | 6.73 CHF | 21,700 | 21,700 | 21,837 | 21,837 | 140,259 CHF | 140,914 CHF | 99.24% | 99.24% |
07/05/2024 | 0.52% | 5.96 CHF | 5.99 CHF | 23,100 | 23,100 | 23,099 | 23,099 | 133,552 CHF | 134,245 CHF | 95.30% | 95.30% |
06/05/2024 | 0.49% | 5.73 CHF | 5.76 CHF | 22,700 | 22,700 | 22,462 | 22,462 | 136,819 CHF | 137,492 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 5.88 CHF | 5.91 CHF | 22,500 | 22,500 | 22,431 | 22,431 | 134,202 CHF | 134,875 CHF | 99.93% | 99.93% |
02/05/2024 | 0.51% | 5.85 CHF | 5.88 CHF | 22,100 | 22,100 | 22,096 | 22,096 | 130,048 CHF | 130,711 CHF | 99.95% | 99.95% |
30/04/2024 | 0.48% | 6.08 CHF | 6.11 CHF | 21,900 | 21,900 | 21,891 | 21,891 | 136,337 CHF | 136,994 CHF | 99.99% | 99.99% |
29/04/2024 | 0.48% | 6.06 CHF | 6.09 CHF | 21,200 | 21,200 | 21,200 | 21,200 | 132,283 CHF | 132,919 CHF | 99.99% | 99.99% |
26/04/2024 | 0.47% | 6.33 CHF | 6.36 CHF | 21,900 | 21,900 | 21,882 | 21,882 | 138,670 CHF | 139,327 CHF | 98.63% | 98.63% |