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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 50,000 | 50,000 | 21,333 | 21,333 | 154,559 CHF | 154,772 CHF | 99.82% | 99.82% |
28/05/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 50,000 | 50,000 | 21,017 | 21,017 | 151,002 CHF | 151,213 CHF | 100.00% | 100.00% |
27/05/2024 | 0.75% | 7.14 CHF | 7.20 CHF | 1,500 | 1,500 | 2,939 | 2,939 | 20,867 CHF | 20,960 CHF | 98.69% | 98.69% |
24/05/2024 | 0.15% | 7.04 CHF | 7.05 CHF | 51,000 | 51,000 | 21,541 | 21,541 | 149,139 CHF | 149,355 CHF | 99.99% | 99.99% |
23/05/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 51,000 | 51,000 | 21,579 | 21,579 | 153,306 CHF | 153,523 CHF | 99.72% | 99.72% |
22/05/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 52,000 | 52,000 | 21,985 | 21,985 | 151,776 CHF | 151,996 CHF | 100.00% | 100.00% |
21/05/2024 | 0.15% | 6.90 CHF | 6.91 CHF | 52,000 | 52,000 | 21,733 | 21,733 | 149,547 CHF | 149,765 CHF | 98.78% | 98.78% |
17/05/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 52,000 | 52,000 | 21,996 | 21,996 | 151,584 CHF | 151,805 CHF | 100.00% | 100.00% |
16/05/2024 | 0.15% | 7.03 CHF | 7.04 CHF | 51,000 | 51,000 | 21,974 | 21,974 | 151,664 CHF | 151,884 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 52,000 | 52,000 | 22,458 | 22,458 | 150,365 CHF | 150,590 CHF | 100.00% | 100.00% |