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 | 0.13% | 7.91 CHF | 7.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 580,605 CHF | 581,355 CHF | 99.33% | 99.33% |
15/05/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 566,039 CHF | 566,789 CHF | 99.33% | 99.33% |
14/05/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,485 CHF | 556,235 CHF | 99.02% | 99.02% |
13/05/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 531,739 CHF | 532,489 CHF | 98.43% | 98.43% |
10/05/2024 | 0.13% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,767 CHF | 556,517 CHF | 99.34% | 99.34% |
08/05/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 565,126 CHF | 565,876 CHF | 99.28% | 99.28% |
07/05/2024 | 0.14% | 7.59 CHF | 7.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 553,805 CHF | 554,555 CHF | 99.32% | 99.32% |
06/05/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,161 CHF | 543,911 CHF | 99.35% | 99.35% |
03/05/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 541,557 CHF | 542,307 CHF | 99.13% | 99.13% |
02/05/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 534,229 CHF | 534,979 CHF | 98.84% | 98.84% |