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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.31% | 6.56 CHF | 6.58 CHF | 17,500 | 17,500 | 17,197 | 17,197 | 112,822 CHF | 113,167 CHF | 93.48% | 93.48% |
23/05/2024 | 0.31% | 6.60 CHF | 6.62 CHF | 17,500 | 17,500 | 17,332 | 17,332 | 112,811 CHF | 113,158 CHF | 98.79% | 98.79% |
22/05/2024 | 0.32% | 6.30 CHF | 6.32 CHF | 17,500 | 17,500 | 17,335 | 17,335 | 110,981 CHF | 111,328 CHF | 100.00% | 100.00% |
21/05/2024 | 0.32% | 6.34 CHF | 6.36 CHF | 17,500 | 17,500 | 17,335 | 17,335 | 110,550 CHF | 110,897 CHF | 99.63% | 99.63% |
17/05/2024 | 0.32% | 6.30 CHF | 6.32 CHF | 17,500 | 17,500 | 17,402 | 17,402 | 108,278 CHF | 108,627 CHF | 100.00% | 100.00% |
16/05/2024 | 0.33% | 6.08 CHF | 6.10 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 105,466 CHF | 105,813 CHF | 100.00% | 100.00% |
15/05/2024 | 0.34% | 6.11 CHF | 6.13 CHF | 17,500 | 17,500 | 17,648 | 17,648 | 105,075 CHF | 105,429 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 5.91 CHF | 5.93 CHF | 18,000 | 18,000 | 17,857 | 17,857 | 105,327 CHF | 105,685 CHF | 99.14% | 99.14% |
13/05/2024 | 0.33% | 6.04 CHF | 6.06 CHF | 17,500 | 17,500 | 17,342 | 17,342 | 104,679 CHF | 105,026 CHF | 99.77% | 99.77% |
10/05/2024 | 0.34% | 5.91 CHF | 5.93 CHF | 18,000 | 18,000 | 17,732 | 17,732 | 105,539 CHF | 105,894 CHF | 99.25% | 99.25% |