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 | 0.15% | 6.75 CHF | 6.76 CHF | 12,100 | 12,100 | 12,066 | 12,066 | 81,182 CHF | 81,303 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 12,400 | 12,400 | 12,173 | 12,173 | 76,857 CHF | 76,979 CHF | 99.65% | 99.65% |
14/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 12,300 | 12,300 | 12,248 | 12,248 | 75,597 CHF | 75,719 CHF | 99.35% | 99.35% |
13/05/2024 | 0.15% | 6.37 CHF | 6.38 CHF | 11,500 | 11,500 | 11,481 | 11,481 | 74,388 CHF | 74,503 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 12,500 | 12,500 | 12,448 | 12,448 | 82,790 CHF | 82,914 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 15,100 | 15,100 | 15,114 | 15,114 | 82,284 CHF | 82,435 CHF | 98.98% | 98.98% |
07/05/2024 | 0.21% | 5.01 CHF | 5.02 CHF | 16,100 | 16,100 | 16,287 | 16,287 | 77,784 CHF | 77,947 CHF | 99.70% | 99.70% |
06/05/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 17,700 | 17,700 | 17,935 | 17,935 | 81,214 CHF | 81,394 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 17,400 | 17,400 | 17,054 | 17,054 | 75,160 CHF | 75,331 CHF | 99.76% | 99.76% |
02/05/2024 | 0.21% | 4.58 CHF | 4.59 CHF | 16,700 | 16,700 | 16,505 | 16,505 | 77,449 CHF | 77,614 CHF | 100.00% | 100.00% |