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% | 7.41 CHF | 7.42 CHF | 135,000 | 135,000 | 46,866 | 46,866 | 347,001 CHF | 347,471 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 135,000 | 135,000 | 46,897 | 46,897 | 348,376 CHF | 348,846 CHF | 99.99% | 99.99% |
14/05/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135,000 | 135,000 | 47,080 | 47,080 | 351,065 CHF | 351,537 CHF | 100.00% | 100.00% |
13/05/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 135,000 | 135,000 | 47,119 | 47,119 | 345,498 CHF | 345,969 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 135,000 | 135,000 | 46,489 | 46,489 | 344,892 CHF | 345,358 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135,000 | 135,000 | 45,809 | 45,809 | 336,197 CHF | 336,656 CHF | 98.98% | 98.98% |
07/05/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 135,000 | 135,000 | 48,406 | 48,406 | 343,682 CHF | 344,167 CHF | 99.61% | 99.61% |
06/05/2024 | 0.15% | 6.97 CHF | 6.98 CHF | 140,000 | 140,000 | 49,263 | 49,263 | 337,721 CHF | 338,214 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.67 CHF | 6.68 CHF | 145,000 | 145,000 | 49,897 | 49,897 | 329,808 CHF | 330,308 CHF | 99.98% | 99.98% |
02/05/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 145,000 | 145,000 | 51,113 | 51,113 | 328,189 CHF | 328,701 CHF | 100.00% | 100.00% |