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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 29,000 | 29,000 | 28,997 | 28,997 | 190,545 CHF | 190,835 CHF | 100.00% | 100.00% |
13/05/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 29,000 | 29,000 | 28,512 | 28,512 | 192,967 CHF | 193,252 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 28,000 | 28,000 | 28,200 | 28,200 | 191,573 CHF | 191,855 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 190,952 CHF | 191,242 CHF | 99.08% | 99.08% |
07/05/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 29,000 | 29,000 | 29,355 | 29,355 | 188,980 CHF | 189,273 CHF | 99.94% | 99.94% |
06/05/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 190,234 CHF | 190,534 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 187,582 CHF | 187,882 CHF | 99.98% | 99.98% |
02/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 186,649 CHF | 186,949 CHF | 100.00% | 100.00% |
30/04/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 30,000 | 30,000 | 29,972 | 29,972 | 187,610 CHF | 187,910 CHF | 100.00% | 100.00% |
29/04/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 188,448 CHF | 188,748 CHF | 100.00% | 100.00% |