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 | 0.15% | 6.84 CHF | 6.85 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 197,431 CHF | 197,721 CHF | 99.09% | 99.09% |
07/05/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 29,000 | 29,000 | 29,355 | 29,355 | 195,571 CHF | 195,864 CHF | 99.94% | 99.94% |
06/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 196,973 CHF | 197,273 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 194,327 CHF | 194,627 CHF | 99.95% | 99.95% |
02/05/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 193,367 CHF | 193,667 CHF | 99.99% | 99.99% |
30/04/2024 | 0.15% | 6.45 CHF | 6.46 CHF | 30,000 | 30,000 | 29,972 | 29,972 | 194,316 CHF | 194,616 CHF | 100.00% | 100.00% |
29/04/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 195,190 CHF | 195,490 CHF | 100.00% | 100.00% |
26/04/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 192,833 CHF | 193,133 CHF | 99.59% | 99.59% |
25/04/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 194,359 CHF | 194,659 CHF | 99.98% | 99.98% |
24/04/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 30,000 | 30,000 | 29,888 | 29,888 | 197,997 CHF | 198,296 CHF | 99.91% | 99.91% |