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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 7,000 | 7,000 | 6,917 | 6,917 | 40,401 CHF | 40,471 CHF | 99.18% | 99.18% |
08/05/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 7,000 | 7,000 | 6,994 | 6,994 | 42,859 CHF | 42,929 CHF | 99.49% | 99.49% |
07/05/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 7,100 | 7,100 | 7,026 | 7,026 | 45,466 CHF | 45,537 CHF | 99.73% | 99.73% |
06/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 7,200 | 7,200 | 7,107 | 7,107 | 47,840 CHF | 47,911 CHF | 98.20% | 98.20% |
03/05/2024 | 0.14% | 6.79 CHF | 6.80 CHF | 7,200 | 7,200 | 7,218 | 7,218 | 50,878 CHF | 50,950 CHF | 96.94% | 96.94% |
02/05/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 7,400 | 7,400 | 7,357 | 7,357 | 54,815 CHF | 54,888 CHF | 99.02% | 99.02% |
30/04/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 7,400 | 7,400 | 7,337 | 7,337 | 54,094 CHF | 54,168 CHF | 99.16% | 99.16% |
29/04/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 7,300 | 7,300 | 7,205 | 7,205 | 51,158 CHF | 51,230 CHF | 99.39% | 99.39% |
26/04/2024 | 0.13% | 7.31 CHF | 7.32 CHF | 7,300 | 7,300 | 7,357 | 7,357 | 54,915 CHF | 54,988 CHF | 99.02% | 99.02% |
25/04/2024 | 0.13% | 8.15 CHF | 8.16 CHF | 7,600 | 7,600 | 7,448 | 7,448 | 59,225 CHF | 59,300 CHF | 97.69% | 97.69% |