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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.28% | 7.04 CHF | 7.05 CHF | 69,000 | 69,000 | 47,251 | 47,251 | 322,545 CHF | 323,383 CHF | 99.89% | 99.89% |
14/05/2024 | 0.29% | 6.72 CHF | 6.73 CHF | 71,600 | 71,600 | 48,418 | 48,418 | 322,932 CHF | 323,778 CHF | 95.36% | 95.36% |
13/05/2024 | 0.29% | 6.69 CHF | 6.70 CHF | 71,800 | 71,800 | 48,012 | 48,012 | 320,449 CHF | 321,297 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 6.65 CHF | 6.66 CHF | 71,800 | 71,800 | 48,373 | 48,373 | 321,992 CHF | 322,840 CHF | 96.05% | 96.05% |
08/05/2024 | 0.29% | 6.70 CHF | 6.71 CHF | 71,400 | 71,400 | 47,765 | 47,765 | 319,982 CHF | 320,828 CHF | 99.94% | 99.94% |
07/05/2024 | 0.28% | 6.71 CHF | 6.72 CHF | 71,500 | 71,500 | 47,712 | 47,712 | 321,395 CHF | 322,234 CHF | 98.52% | 98.52% |
06/05/2024 | 0.29% | 6.78 CHF | 6.79 CHF | 70,700 | 70,700 | 48,153 | 48,153 | 319,468 CHF | 320,322 CHF | 99.80% | 99.80% |
03/05/2024 | 0.31% | 6.43 CHF | 6.44 CHF | 73,700 | 73,700 | 49,224 | 49,224 | 313,876 CHF | 314,759 CHF | 96.78% | 96.78% |
02/05/2024 | 0.31% | 6.26 CHF | 6.27 CHF | 75,500 | 75,500 | 50,662 | 50,662 | 313,612 CHF | 314,511 CHF | 98.81% | 98.81% |
30/04/2024 | 0.30% | 6.47 CHF | 6.48 CHF | 73,600 | 73,600 | 48,958 | 48,958 | 317,593 CHF | 318,461 CHF | 99.39% | 99.39% |