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 | 0.14% | 7.22 CHF | 7.23 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 356,948 CHF | 357,444 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 354,463 CHF | 354,959 CHF | 99.91% | 99.91% |
14/05/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 50,000 | 50,000 | 49,491 | 49,491 | 358,938 CHF | 359,433 CHF | 100.00% | 100.00% |
13/05/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 359,414 CHF | 359,910 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 364,077 CHF | 364,573 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 356,462 CHF | 356,958 CHF | 100.00% | 100.00% |
07/05/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 359,313 CHF | 359,799 CHF | 100.00% | 100.00% |
06/05/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 360,697 CHF | 361,193 CHF | 99.69% | 99.69% |
03/05/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 49,492 | 49,492 | 361,731 CHF | 362,226 CHF | 97.99% | 97.99% |
02/05/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 365,128 CHF | 365,623 CHF | 99.66% | 99.66% |