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% | 7.02 CHF | 7.03 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 346,687 CHF | 347,180 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.96 CHF | 6.97 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 344,174 CHF | 344,670 CHF | 100.00% | 100.00% |
14/05/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 50,000 | 50,000 | 49,494 | 49,493 | 348,654 CHF | 349,143 CHF | 100.00% | 100.00% |
13/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 349,114 CHF | 349,610 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 353,797 CHF | 354,292 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 346,134 CHF | 346,629 CHF | 100.00% | 100.00% |
07/05/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 349,021 CHF | 349,506 CHF | 100.00% | 100.00% |
06/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 350,438 CHF | 350,934 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 50,000 | 50,000 | 49,494 | 49,494 | 351,467 CHF | 351,963 CHF | 98.50% | 98.50% |
02/05/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 354,787 CHF | 355,283 CHF | 99.92% | 99.92% |