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 | 0.15% | 7.50 CHF | 7.51 CHF | 50,000 | 50,000 | 30,476 | 30,476 | 229,443 CHF | 229,773 CHF | 98.85% | 98.85% |
13/05/2024 | 0.14% | 7.60 CHF | 7.61 CHF | 50,000 | 50,000 | 30,433 | 30,433 | 234,265 CHF | 234,595 CHF | 99.63% | 99.63% |
10/05/2024 | 0.14% | 7.72 CHF | 7.73 CHF | 50,000 | 50,000 | 30,332 | 30,332 | 239,120 CHF | 239,449 CHF | 98.54% | 98.54% |
08/05/2024 | 0.14% | 7.76 CHF | 7.77 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 236,320 CHF | 236,651 CHF | 99.66% | 99.66% |
07/05/2024 | 0.14% | 7.87 CHF | 7.88 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 237,138 CHF | 237,469 CHF | 99.66% | 99.66% |
06/05/2024 | 0.15% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 230,550 CHF | 230,881 CHF | 99.66% | 99.66% |
03/05/2024 | 0.51% | 7.57 CHF | 7.58 CHF | 50,000 | 50,000 | 6,722 | 6,722 | 51,021 CHF | 51,171 CHF | 99.17% | 99.17% |
02/05/2024 | 0.15% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 30,421 | 30,421 | 219,882 CHF | 220,212 CHF | 99.62% | 99.62% |
30/04/2024 | 0.15% | 7.09 CHF | 7.10 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 221,689 CHF | 222,019 CHF | 99.66% | 99.66% |
29/04/2024 | 0.15% | 7.04 CHF | 7.05 CHF | 50,000 | 50,000 | 30,501 | 30,501 | 220,299 CHF | 220,630 CHF | 98.36% | 98.36% |