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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 175,346 CHF | 175,596 CHF | 99.98% | 99.98% |
07/05/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 171,057 CHF | 171,307 CHF | 99.74% | 99.74% |
06/05/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 167,907 CHF | 168,157 CHF | 99.77% | 99.77% |
03/05/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 164,141 CHF | 164,391 CHF | 98.82% | 98.82% |
02/05/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 159,138 CHF | 159,388 CHF | 99.98% | 99.98% |
30/04/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 160,212 CHF | 160,462 CHF | 99.71% | 99.71% |
29/04/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 163,698 CHF | 163,948 CHF | 99.66% | 99.66% |
26/04/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 159,381 CHF | 159,631 CHF | 99.74% | 99.74% |
25/04/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,907 CHF | 153,157 CHF | 84.28% | 84.28% |
24/04/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,780 CHF | 153,030 CHF | 99.88% | 99.88% |