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 | 7.55 CHF | 68,400 | 68,400 | 45,943 | 45,943 | 344,698 CHF | 345,508 CHF | 99.20% | 99.20% |
15/05/2024 | 0.27% | 7.45 CHF | 7.46 CHF | 69,000 | 69,000 | 47,268 | 47,268 | 341,975 CHF | 342,814 CHF | 99.82% | 99.82% |
14/05/2024 | 0.27% | 7.13 CHF | 7.14 CHF | 71,600 | 71,600 | 48,423 | 48,423 | 342,783 CHF | 343,629 CHF | 95.40% | 95.40% |
13/05/2024 | 0.27% | 7.10 CHF | 7.11 CHF | 71,700 | 71,700 | 48,007 | 48,007 | 340,026 CHF | 340,874 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 7.06 CHF | 7.07 CHF | 71,900 | 71,900 | 48,363 | 48,363 | 341,665 CHF | 342,513 CHF | 96.03% | 96.03% |
08/05/2024 | 0.27% | 7.11 CHF | 7.12 CHF | 71,400 | 71,400 | 47,767 | 47,767 | 339,547 CHF | 340,392 CHF | 99.94% | 99.94% |
07/05/2024 | 0.27% | 7.11 CHF | 7.12 CHF | 71,500 | 71,500 | 47,713 | 47,713 | 340,882 CHF | 341,721 CHF | 98.52% | 98.52% |
06/05/2024 | 0.27% | 7.19 CHF | 7.20 CHF | 70,700 | 70,700 | 48,150 | 48,150 | 339,052 CHF | 339,906 CHF | 99.77% | 99.77% |
03/05/2024 | 0.29% | 6.84 CHF | 6.85 CHF | 73,700 | 73,700 | 49,556 | 49,556 | 336,243 CHF | 337,130 CHF | 96.47% | 96.47% |
02/05/2024 | 0.29% | 6.67 CHF | 6.68 CHF | 75,500 | 75,500 | 50,659 | 50,659 | 334,379 CHF | 335,278 CHF | 98.81% | 98.81% |