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% | 7.54 CHF | 7.56 CHF | 36,500 | 36,500 | 36,948 | 36,948 | 283,983 CHF | 284,722 CHF | 100.00% | 100.00% |
15/05/2024 | 0.27% | 7.62 CHF | 7.64 CHF | 37,300 | 37,300 | 37,924 | 37,924 | 285,736 CHF | 286,496 CHF | 99.84% | 99.84% |
14/05/2024 | 0.27% | 7.43 CHF | 7.45 CHF | 38,500 | 38,500 | 37,954 | 37,954 | 278,610 CHF | 279,369 CHF | 99.88% | 99.88% |
13/05/2024 | 0.27% | 7.36 CHF | 7.38 CHF | 37,600 | 37,600 | 37,780 | 37,780 | 280,723 CHF | 281,479 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 7.40 CHF | 7.42 CHF | 38,000 | 38,000 | 38,598 | 38,598 | 286,666 CHF | 287,438 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 7.29 CHF | 7.31 CHF | 38,800 | 38,800 | 38,256 | 38,256 | 279,180 CHF | 279,945 CHF | 99.17% | 99.17% |
07/05/2024 | 0.27% | 7.47 CHF | 7.49 CHF | 37,900 | 37,900 | 37,294 | 37,294 | 277,126 CHF | 277,872 CHF | 99.70% | 99.70% |
06/05/2024 | 0.26% | 7.56 CHF | 7.58 CHF | 36,900 | 36,900 | 37,261 | 37,261 | 283,801 CHF | 284,546 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 7.69 CHF | 7.71 CHF | 37,500 | 37,500 | 38,899 | 38,899 | 292,822 CHF | 293,600 CHF | 98.72% | 98.72% |
02/05/2024 | 0.28% | 7.00 CHF | 7.02 CHF | 39,800 | 39,800 | 42,074 | 42,074 | 297,537 CHF | 298,379 CHF | 99.98% | 99.98% |