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 | 0.43% | 7.05 CHF | 7.08 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 122,179 CHF | 122,700 CHF | 100.00% | 100.00% |
15/05/2024 | 0.44% | 7.07 CHF | 7.10 CHF | 17,500 | 17,500 | 17,650 | 17,650 | 122,106 CHF | 122,636 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 6.88 CHF | 6.91 CHF | 18,000 | 18,000 | 17,903 | 17,903 | 122,821 CHF | 123,358 CHF | 98.94% | 98.94% |
13/05/2024 | 0.43% | 7.00 CHF | 7.03 CHF | 17,500 | 17,500 | 17,341 | 17,341 | 121,346 CHF | 121,867 CHF | 99.77% | 99.77% |
10/05/2024 | 0.44% | 6.87 CHF | 6.90 CHF | 18,000 | 18,000 | 17,714 | 17,714 | 122,472 CHF | 123,004 CHF | 99.39% | 99.39% |
08/05/2024 | 0.43% | 6.91 CHF | 6.94 CHF | 18,000 | 18,000 | 17,504 | 17,504 | 121,788 CHF | 122,313 CHF | 99.40% | 99.40% |
07/05/2024 | 0.45% | 6.90 CHF | 6.93 CHF | 18,000 | 18,000 | 17,812 | 17,812 | 119,020 CHF | 119,555 CHF | 99.69% | 99.69% |
06/05/2024 | 0.46% | 6.60 CHF | 6.63 CHF | 18,000 | 18,000 | 17,790 | 17,790 | 117,461 CHF | 117,995 CHF | 98.34% | 98.34% |
03/05/2024 | 0.46% | 6.60 CHF | 6.63 CHF | 18,000 | 18,000 | 17,910 | 17,910 | 118,015 CHF | 118,553 CHF | 96.21% | 96.21% |
02/05/2024 | 0.46% | 6.47 CHF | 6.50 CHF | 18,500 | 18,500 | 18,190 | 18,190 | 117,999 CHF | 118,545 CHF | 98.77% | 98.77% |