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 | 0.13% | 7.56 CHF | 7.57 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 375,159 CHF | 375,655 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.47 CHF | 7.48 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 364,245 CHF | 364,741 CHF | 99.76% | 99.76% |
14/05/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 50,000 | 50,000 | 49,560 | 49,560 | 355,483 CHF | 355,979 CHF | 99.23% | 99.23% |
13/05/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 355,360 CHF | 355,832 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 50,000 | 50,000 | 49,591 | 49,591 | 351,943 CHF | 352,439 CHF | 99.72% | 99.72% |
08/05/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 50,000 | 50,000 | 49,681 | 49,681 | 337,717 CHF | 338,214 CHF | 99.72% | 99.72% |
07/05/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 50,000 | 50,000 | 49,502 | 49,502 | 325,554 CHF | 326,049 CHF | 99.77% | 99.77% |
06/05/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 50,000 | 50,000 | 49,510 | 49,510 | 313,545 CHF | 314,041 CHF | 98.56% | 98.56% |
03/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 50,000 | 50,000 | 49,733 | 49,733 | 307,532 CHF | 308,030 CHF | 97.34% | 97.34% |
02/05/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 50,000 | 50,000 | 49,685 | 49,685 | 305,286 CHF | 305,783 CHF | 99.48% | 99.48% |