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 | 0.26% | 7.03 CHF | 7.04 CHF | 37,100 | 37,100 | 20,456 | 20,456 | 144,230 CHF | 144,560 CHF | 99.57% | 99.57% |
15/05/2024 | 0.27% | 6.88 CHF | 6.89 CHF | 39,000 | 39,000 | 21,908 | 21,908 | 145,911 CHF | 146,265 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 6.48 CHF | 6.49 CHF | 41,300 | 41,300 | 22,850 | 22,850 | 146,645 CHF | 147,012 CHF | 99.66% | 99.66% |
13/05/2024 | 0.27% | 6.42 CHF | 6.43 CHF | 41,000 | 41,000 | 22,081 | 22,081 | 144,927 CHF | 145,279 CHF | 99.85% | 99.85% |
10/05/2024 | 0.28% | 6.41 CHF | 6.42 CHF | 41,700 | 41,700 | 23,016 | 23,016 | 148,080 CHF | 148,449 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 6.31 CHF | 6.32 CHF | 42,500 | 42,500 | 23,278 | 23,278 | 144,986 CHF | 145,362 CHF | 99.15% | 99.15% |
07/05/2024 | 0.28% | 6.36 CHF | 6.37 CHF | 41,200 | 41,200 | 22,715 | 22,715 | 145,217 CHF | 145,582 CHF | 100.00% | 100.00% |
06/05/2024 | 0.29% | 6.19 CHF | 6.20 CHF | 43,200 | 43,200 | 23,833 | 23,833 | 145,417 CHF | 145,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 5.93 CHF | 5.94 CHF | 46,000 | 46,000 | 25,858 | 25,858 | 148,919 CHF | 149,337 CHF | 99.92% | 99.92% |
02/05/2024 | 0.32% | 5.56 CHF | 5.57 CHF | 48,700 | 48,700 | 26,679 | 26,679 | 148,572 CHF | 149,001 CHF | 99.98% | 99.98% |