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 | 0.16% | 6.31 CHF | 6.32 CHF | 37,000 | 37,000 | 37,255 | 37,255 | 234,883 CHF | 235,255 CHF | 99.17% | 99.17% |
13/05/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 37,000 | 37,000 | 36,628 | 36,628 | 238,146 CHF | 238,513 CHF | 99.81% | 99.81% |
10/05/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 36,000 | 36,000 | 36,647 | 36,647 | 239,100 CHF | 239,467 CHF | 99.35% | 99.35% |
08/05/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 37,000 | 37,000 | 37,046 | 37,046 | 234,016 CHF | 234,387 CHF | 99.49% | 99.49% |
07/05/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 38,000 | 38,000 | 37,596 | 37,596 | 231,981 CHF | 232,358 CHF | 99.66% | 99.66% |
06/05/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 38,000 | 38,000 | 37,580 | 37,580 | 228,396 CHF | 228,772 CHF | 98.39% | 98.39% |
03/05/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 39,000 | 39,000 | 38,204 | 38,204 | 228,789 CHF | 229,171 CHF | 97.70% | 97.70% |
02/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 39,000 | 39,000 | 38,815 | 38,815 | 231,221 CHF | 231,609 CHF | 99.27% | 99.27% |
30/04/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 39,000 | 39,000 | 38,744 | 38,744 | 232,290 CHF | 232,678 CHF | 99.67% | 99.67% |
29/04/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 38,000 | 38,000 | 37,811 | 37,811 | 227,509 CHF | 227,888 CHF | 99.37% | 99.37% |