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% | 7.21 CHF | 7.22 CHF | 75,000 | 75,000 | 74,928 | 74,928 | 546,468 CHF | 547,218 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 75,000 | 75,000 | 74,850 | 74,850 | 523,183 CHF | 523,933 CHF | 99.83% | 99.83% |
14/05/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 520,450 CHF | 521,200 CHF | 99.81% | 99.81% |
13/05/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 512,613 CHF | 513,363 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 523,730 CHF | 524,480 CHF | 99.99% | 99.99% |
08/05/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 523,614 CHF | 524,364 CHF | 99.77% | 99.77% |
07/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 548,240 CHF | 548,990 CHF | 98.42% | 98.42% |
06/05/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,919 CHF | 544,669 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 517,426 CHF | 518,176 CHF | 99.87% | 99.87% |
02/05/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 521,533 CHF | 522,283 CHF | 99.57% | 99.57% |