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 | 0.15% | 6.77 CHF | 6.78 CHF | 21,000 | 21,000 | 20,802 | 20,802 | 142,503 CHF | 142,711 CHF | 99.97% | 99.97% |
14/05/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 21,000 | 21,000 | 21,086 | 21,086 | 152,082 CHF | 152,293 CHF | 99.14% | 99.14% |
13/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 21,000 | 21,000 | 20,803 | 20,803 | 143,036 CHF | 143,245 CHF | 99.99% | 99.99% |
10/05/2024 | 0.15% | 7.02 CHF | 7.03 CHF | 21,000 | 21,000 | 20,804 | 20,804 | 144,691 CHF | 144,899 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 21,000 | 21,000 | 21,367 | 21,367 | 156,797 CHF | 157,011 CHF | 99.39% | 99.39% |
07/05/2024 | 0.13% | 7.39 CHF | 7.40 CHF | 22,000 | 22,000 | 21,744 | 21,744 | 163,672 CHF | 163,890 CHF | 96.53% | 99.85% |
06/05/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 22,000 | 22,000 | 21,728 | 21,728 | 167,458 CHF | 167,676 CHF | 97.99% | 100.00% |
03/05/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 22,000 | 22,000 | 21,779 | 21,779 | 173,987 CHF | 174,205 CHF | 97.95% | 97.95% |
02/05/2024 | 0.13% | 8.16 CHF | 8.17 CHF | 22,000 | 22,000 | 21,835 | 21,835 | 168,504 CHF | 168,722 CHF | 99.33% | 99.33% |
30/04/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 22,000 | 22,000 | 21,794 | 21,794 | 164,750 CHF | 164,968 CHF | 99.89% | 99.89% |