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 | 0.81% | 6.05 CHF | 6.10 CHF | 14,000 | 14,000 | 13,868 | 13,868 | 86,554 CHF | 87,248 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 6.58 CHF | 6.63 CHF | 14,000 | 14,000 | 13,869 | 13,869 | 93,261 CHF | 93,955 CHF | 99.84% | 99.84% |
06/05/2024 | 0.78% | 6.76 CHF | 6.81 CHF | 14,000 | 14,000 | 13,825 | 13,825 | 89,751 CHF | 90,443 CHF | 97.97% | 97.97% |
03/05/2024 | 0.76% | 6.65 CHF | 6.70 CHF | 14,000 | 14,000 | 13,909 | 13,909 | 91,465 CHF | 92,161 CHF | 96.94% | 97.57% |
02/05/2024 | 0.76% | 6.67 CHF | 6.72 CHF | 15,000 | 15,000 | 14,627 | 14,627 | 97,250 CHF | 97,982 CHF | 99.55% | 99.55% |
30/04/2024 | 0.79% | 6.51 CHF | 6.56 CHF | 14,000 | 14,000 | 13,868 | 13,868 | 88,820 CHF | 89,514 CHF | 99.44% | 99.44% |
29/04/2024 | 0.79% | 6.53 CHF | 6.58 CHF | 15,000 | 15,000 | 14,857 | 14,857 | 95,178 CHF | 95,922 CHF | 98.40% | 98.40% |
26/04/2024 | 0.79% | 6.35 CHF | 6.40 CHF | 14,000 | 14,000 | 13,862 | 13,862 | 87,934 CHF | 88,628 CHF | 99.87% | 99.87% |
25/04/2024 | 0.74% | 6.62 CHF | 6.67 CHF | 16,000 | 16,000 | 15,847 | 15,847 | 108,510 CHF | 109,304 CHF | 97.71% | 97.71% |
24/04/2024 | 0.85% | 6.01 CHF | 6.06 CHF | 16,000 | 16,000 | 15,849 | 15,849 | 94,209 CHF | 95,002 CHF | 99.63% | 99.63% |