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 | 0.29% | 6.69 CHF | 6.71 CHF | 74,700 | 74,700 | 74,655 | 74,655 | 513,688 CHF | 515,182 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 7.06 CHF | 7.08 CHF | 77,500 | 77,500 | 77,298 | 77,298 | 529,681 CHF | 531,231 CHF | 99.93% | 99.93% |
14/05/2024 | 0.30% | 6.80 CHF | 6.82 CHF | 77,500 | 77,500 | 77,496 | 77,496 | 517,345 CHF | 518,895 CHF | 99.72% | 99.72% |
13/05/2024 | 0.30% | 6.75 CHF | 6.77 CHF | 77,200 | 77,200 | 77,200 | 77,200 | 517,457 CHF | 519,001 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 6.68 CHF | 6.70 CHF | 81,400 | 81,400 | 81,400 | 81,400 | 554,471 CHF | 556,099 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 6.07 CHF | 6.09 CHF | 88,800 | 88,800 | 88,789 | 88,789 | 537,243 CHF | 539,019 CHF | 99.67% | 99.67% |
07/05/2024 | 0.18% | 5.81 CHF | 5.82 CHF | 98,100 | 98,100 | 98,076 | 98,076 | 541,580 CHF | 542,561 CHF | 99.68% | 99.68% |
06/05/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 104,800 | 104,800 | 104,800 | 104,800 | 535,444 CHF | 536,492 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 110,300 | 110,300 | 110,300 | 110,300 | 532,870 CHF | 533,973 CHF | 99.86% | 99.86% |
02/05/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 104,200 | 104,200 | 104,200 | 104,200 | 486,966 CHF | 488,008 CHF | 99.55% | 99.55% |