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 | 0.46% | 6.72 CHF | 6.75 CHF | 24,600 | 24,600 | 25,200 | 25,200 | 165,737 CHF | 166,493 CHF | 99.97% | 99.97% |
13/05/2024 | 0.47% | 6.48 CHF | 6.51 CHF | 25,600 | 25,600 | 25,660 | 25,660 | 162,224 CHF | 162,994 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 6.14 CHF | 6.17 CHF | 25,700 | 25,700 | 26,301 | 26,301 | 163,677 CHF | 164,466 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 6.13 CHF | 6.16 CHF | 26,100 | 26,100 | 26,160 | 26,160 | 160,245 CHF | 161,030 CHF | 99.16% | 99.16% |
07/05/2024 | 0.49% | 6.21 CHF | 6.24 CHF | 26,200 | 26,200 | 26,676 | 26,676 | 164,150 CHF | 164,950 CHF | 99.69% | 99.69% |
06/05/2024 | 0.50% | 6.03 CHF | 6.06 CHF | 27,000 | 27,000 | 27,301 | 27,301 | 161,968 CHF | 162,787 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 5.78 CHF | 5.81 CHF | 27,500 | 27,500 | 27,012 | 27,012 | 158,389 CHF | 159,199 CHF | 98.71% | 98.71% |
02/05/2024 | 0.49% | 6.10 CHF | 6.13 CHF | 26,700 | 26,700 | 24,895 | 24,895 | 150,749 CHF | 151,496 CHF | 99.97% | 99.97% |
30/04/2024 | 0.47% | 6.65 CHF | 6.68 CHF | 25,500 | 25,500 | 25,732 | 25,732 | 163,168 CHF | 163,940 CHF | 99.98% | 99.98% |
29/04/2024 | 0.49% | 6.06 CHF | 6.09 CHF | 25,900 | 25,900 | 25,840 | 25,840 | 158,896 CHF | 159,671 CHF | 99.81% | 99.81% |