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 | 0.44% | 6.78 CHF | 6.81 CHF | 24,000 | 24,000 | 23,988 | 23,988 | 163,159 CHF | 163,879 CHF | 99.99% | 99.99% |
15/05/2024 | 0.46% | 6.68 CHF | 6.71 CHF | 24,000 | 24,000 | 24,766 | 24,766 | 162,420 CHF | 163,164 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 6.44 CHF | 6.47 CHF | 25,000 | 25,000 | 24,999 | 24,999 | 160,302 CHF | 161,052 CHF | 99.98% | 99.98% |
13/05/2024 | 0.47% | 6.39 CHF | 6.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 158,905 CHF | 159,655 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 6.29 CHF | 6.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 159,717 CHF | 160,467 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 6.49 CHF | 6.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 159,374 CHF | 160,124 CHF | 99.06% | 99.06% |
07/05/2024 | 0.48% | 6.29 CHF | 6.32 CHF | 25,000 | 25,000 | 25,273 | 25,273 | 157,128 CHF | 157,887 CHF | 99.66% | 99.66% |
06/05/2024 | 0.48% | 6.15 CHF | 6.18 CHF | 26,000 | 26,000 | 25,665 | 25,665 | 158,633 CHF | 159,403 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 6.09 CHF | 6.12 CHF | 26,000 | 26,000 | 25,830 | 25,830 | 158,771 CHF | 159,546 CHF | 99.99% | 99.99% |
02/05/2024 | 0.47% | 6.31 CHF | 6.34 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 159,529 CHF | 160,279 CHF | 99.99% | 99.99% |