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 | 0.41% | 7.33 CHF | 7.36 CHF | 28,800 | 28,800 | 29,339 | 29,339 | 211,741 CHF | 212,621 CHF | 99.97% | 99.97% |
13/05/2024 | 0.43% | 7.14 CHF | 7.17 CHF | 29,700 | 29,700 | 29,760 | 29,760 | 208,474 CHF | 209,367 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 6.85 CHF | 6.88 CHF | 29,800 | 29,800 | 30,341 | 30,341 | 210,216 CHF | 210,942 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 6.85 CHF | 6.87 CHF | 30,200 | 30,200 | 30,200 | 30,200 | 206,850 CHF | 207,454 CHF | 99.16% | 99.16% |
07/05/2024 | 0.29% | 6.92 CHF | 6.94 CHF | 30,200 | 30,200 | 30,616 | 30,616 | 210,420 CHF | 211,033 CHF | 99.69% | 99.69% |
06/05/2024 | 0.30% | 6.77 CHF | 6.79 CHF | 30,900 | 30,900 | 31,141 | 31,141 | 208,235 CHF | 208,858 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 6.55 CHF | 6.57 CHF | 31,300 | 31,300 | 30,934 | 30,934 | 205,032 CHF | 205,651 CHF | 98.74% | 98.74% |
02/05/2024 | 0.38% | 6.83 CHF | 6.85 CHF | 30,700 | 30,700 | 29,136 | 29,136 | 197,617 CHF | 198,369 CHF | 99.98% | 99.98% |
30/04/2024 | 0.34% | 7.26 CHF | 7.29 CHF | 29,700 | 29,700 | 29,932 | 29,932 | 209,784 CHF | 210,501 CHF | 99.99% | 99.99% |
29/04/2024 | 0.38% | 6.78 CHF | 6.80 CHF | 30,100 | 30,100 | 29,980 | 29,980 | 205,286 CHF | 206,065 CHF | 99.82% | 99.82% |