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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 376,560 CHF | 377,056 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 50,000 | 50,000 | 49,561 | 49,561 | 370,935 CHF | 371,432 CHF | 99.89% | 99.89% |
14/05/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 362,159 CHF | 362,649 CHF | 99.84% | 99.84% |
13/05/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 361,335 CHF | 361,831 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 372,982 CHF | 373,478 CHF | 99.98% | 99.98% |
08/05/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 348,706 CHF | 349,202 CHF | 100.00% | 100.00% |
07/05/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 350,264 CHF | 350,750 CHF | 100.00% | 100.00% |
06/05/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 351,643 CHF | 352,139 CHF | 99.77% | 99.77% |
03/05/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 50,000 | 50,000 | 49,619 | 49,619 | 342,865 CHF | 343,361 CHF | 97.77% | 97.77% |
02/05/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 345,829 CHF | 346,325 CHF | 99.95% | 99.95% |