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 | 0.28% | 6.95 CHF | 6.97 CHF | 42,900 | 42,900 | 42,840 | 42,840 | 301,539 CHF | 302,395 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 7.15 CHF | 7.17 CHF | 42,800 | 42,800 | 42,199 | 42,199 | 299,642 CHF | 300,486 CHF | 99.99% | 99.99% |
08/05/2024 | 0.28% | 7.16 CHF | 7.18 CHF | 42,400 | 42,400 | 42,339 | 42,339 | 303,406 CHF | 304,252 CHF | 99.16% | 99.16% |
07/05/2024 | 0.28% | 7.12 CHF | 7.14 CHF | 42,300 | 42,300 | 41,817 | 41,817 | 299,058 CHF | 299,895 CHF | 99.69% | 99.69% |
06/05/2024 | 0.27% | 7.23 CHF | 7.25 CHF | 41,500 | 41,500 | 41,199 | 41,199 | 300,278 CHF | 301,102 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 7.39 CHF | 7.41 CHF | 41,100 | 41,100 | 41,466 | 41,466 | 304,268 CHF | 305,097 CHF | 98.77% | 98.77% |
02/05/2024 | 0.28% | 7.20 CHF | 7.22 CHF | 41,700 | 41,700 | 43,324 | 43,324 | 313,109 CHF | 313,976 CHF | 99.99% | 99.99% |
30/04/2024 | 0.28% | 6.94 CHF | 6.96 CHF | 42,500 | 42,500 | 42,241 | 42,241 | 300,695 CHF | 301,541 CHF | 100.00% | 100.00% |
29/04/2024 | 0.28% | 7.28 CHF | 7.30 CHF | 42,100 | 42,100 | 42,160 | 42,160 | 304,845 CHF | 305,688 CHF | 99.82% | 99.82% |
26/04/2024 | 0.28% | 7.25 CHF | 7.27 CHF | 42,200 | 42,200 | 42,562 | 42,562 | 303,638 CHF | 304,489 CHF | 99.39% | 99.39% |