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 | 0.13% | 7.61 CHF | 7.62 CHF | 135,000 | 135,000 | 47,080 | 47,080 | 358,325 CHF | 358,797 CHF | 100.00% | 100.00% |
13/05/2024 | 0.14% | 7.51 CHF | 7.52 CHF | 135,000 | 135,000 | 47,119 | 47,119 | 352,814 CHF | 353,286 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 135,000 | 135,000 | 46,485 | 46,485 | 352,069 CHF | 352,534 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.60 CHF | 7.61 CHF | 135,000 | 135,000 | 45,809 | 45,809 | 343,305 CHF | 343,764 CHF | 98.98% | 98.98% |
07/05/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 135,000 | 135,000 | 48,401 | 48,401 | 351,169 CHF | 351,654 CHF | 99.61% | 99.61% |
06/05/2024 | 0.15% | 7.13 CHF | 7.14 CHF | 140,000 | 140,000 | 49,261 | 49,261 | 345,362 CHF | 345,856 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 145,000 | 145,000 | 49,878 | 49,878 | 337,421 CHF | 337,920 CHF | 99.95% | 99.95% |
02/05/2024 | 0.16% | 6.68 CHF | 6.69 CHF | 145,000 | 145,000 | 51,093 | 51,093 | 336,090 CHF | 336,602 CHF | 99.98% | 99.98% |
30/04/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 150,000 | 150,000 | 51,110 | 51,110 | 336,215 CHF | 336,727 CHF | 99.98% | 99.98% |
29/04/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 150,000 | 150,000 | 50,871 | 50,871 | 335,008 CHF | 335,517 CHF | 99.57% | 99.57% |