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% | 7.28 CHF | 7.29 CHF | 96,000 | 96,000 | 98,781 | 98,781 | 717,931 CHF | 718,919 CHF | 99.99% | 99.99% |
15/05/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 100,800 | 100,800 | 103,068 | 103,068 | 719,263 CHF | 720,296 CHF | 99.60% | 99.60% |
14/05/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 105,000 | 105,000 | 105,301 | 105,301 | 700,327 CHF | 701,380 CHF | 99.28% | 99.28% |
13/05/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 105,500 | 105,500 | 106,220 | 106,220 | 697,187 CHF | 698,250 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.39 CHF | 6.40 CHF | 106,800 | 106,800 | 110,983 | 110,983 | 719,074 CHF | 720,184 CHF | 99.61% | 99.61% |
08/05/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 111,200 | 111,200 | 109,272 | 109,272 | 682,090 CHF | 683,182 CHF | 98.95% | 98.95% |
07/05/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 108,000 | 108,000 | 107,391 | 107,391 | 690,521 CHF | 691,595 CHF | 99.34% | 99.34% |
06/05/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 107,000 | 107,000 | 109,093 | 109,093 | 706,181 CHF | 707,272 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 110,600 | 110,600 | 114,342 | 114,342 | 722,048 CHF | 723,191 CHF | 99.84% | 99.84% |
02/05/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 116,800 | 116,800 | 119,554 | 119,554 | 707,177 CHF | 708,372 CHF | 99.99% | 99.99% |