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 | 0.26% | 7.63 CHF | 7.65 CHF | 44,800 | 44,800 | 45,240 | 45,240 | 350,616 CHF | 351,521 CHF | 100.00% | 100.00% |
15/05/2024 | 0.26% | 7.70 CHF | 7.72 CHF | 45,600 | 45,600 | 46,204 | 46,204 | 352,450 CHF | 353,376 CHF | 99.83% | 99.83% |
14/05/2024 | 0.27% | 7.54 CHF | 7.56 CHF | 46,800 | 46,800 | 46,254 | 46,254 | 345,528 CHF | 346,453 CHF | 99.88% | 99.88% |
13/05/2024 | 0.26% | 7.49 CHF | 7.51 CHF | 45,900 | 45,900 | 46,140 | 46,140 | 348,015 CHF | 348,938 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 7.52 CHF | 7.54 CHF | 46,300 | 46,300 | 46,898 | 46,898 | 353,599 CHF | 354,536 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 7.43 CHF | 7.45 CHF | 47,100 | 47,100 | 46,556 | 46,556 | 346,109 CHF | 347,040 CHF | 99.16% | 99.16% |
07/05/2024 | 0.26% | 7.57 CHF | 7.59 CHF | 46,200 | 46,200 | 45,594 | 45,594 | 343,887 CHF | 344,799 CHF | 99.70% | 99.70% |
06/05/2024 | 0.26% | 7.64 CHF | 7.66 CHF | 45,300 | 45,300 | 45,601 | 45,601 | 350,766 CHF | 351,678 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 7.75 CHF | 7.77 CHF | 45,800 | 45,800 | 47,199 | 47,199 | 359,693 CHF | 360,637 CHF | 98.73% | 98.73% |
02/05/2024 | 0.28% | 7.19 CHF | 7.21 CHF | 48,100 | 48,100 | 50,373 | 50,373 | 365,037 CHF | 366,044 CHF | 100.00% | 100.00% |