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% | 6.90 CHF | 6.91 CHF | 107,800 | 107,800 | 108,215 | 108,215 | 743,929 CHF | 745,012 CHF | 100.00% | 100.00% |
13/05/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 108,500 | 108,500 | 108,560 | 108,560 | 740,276 CHF | 741,362 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 108,600 | 108,600 | 109,021 | 109,021 | 741,018 CHF | 742,108 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 108,900 | 108,900 | 108,959 | 108,959 | 738,136 CHF | 739,226 CHF | 99.16% | 99.16% |
07/05/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 109,000 | 109,000 | 109,286 | 109,286 | 740,974 CHF | 742,067 CHF | 99.69% | 99.69% |
06/05/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 109,500 | 109,500 | 109,681 | 109,681 | 738,179 CHF | 739,276 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 109,900 | 109,900 | 109,595 | 109,595 | 735,840 CHF | 736,936 CHF | 98.76% | 98.76% |
02/05/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 109,400 | 109,400 | 108,197 | 108,197 | 731,014 CHF | 732,096 CHF | 100.00% | 100.00% |
30/04/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 108,700 | 108,700 | 108,832 | 108,832 | 740,873 CHF | 741,962 CHF | 100.00% | 100.00% |
29/04/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 109,000 | 109,000 | 108,940 | 108,940 | 737,055 CHF | 738,144 CHF | 99.83% | 99.83% |