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% | 7.74 CHF | 7.75 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 236,045 CHF | 236,376 CHF | 99.66% | 99.66% |
15/05/2024 | 0.14% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 30,438 | 30,438 | 235,346 CHF | 235,676 CHF | 99.49% | 99.49% |
14/05/2024 | 0.14% | 7.70 CHF | 7.71 CHF | 50,000 | 50,000 | 30,476 | 30,476 | 235,269 CHF | 235,599 CHF | 98.83% | 98.83% |
13/05/2024 | 0.14% | 7.79 CHF | 7.80 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 240,059 CHF | 240,389 CHF | 99.65% | 99.65% |
10/05/2024 | 0.14% | 7.91 CHF | 7.92 CHF | 50,000 | 50,000 | 30,332 | 30,332 | 244,908 CHF | 245,238 CHF | 98.54% | 98.54% |
08/05/2024 | 0.14% | 7.95 CHF | 7.96 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 242,134 CHF | 242,465 CHF | 99.66% | 99.66% |
07/05/2024 | 0.14% | 8.06 CHF | 8.07 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 242,943 CHF | 243,274 CHF | 99.66% | 99.66% |
06/05/2024 | 0.14% | 7.84 CHF | 7.85 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 236,339 CHF | 236,669 CHF | 99.66% | 99.66% |
03/05/2024 | 0.50% | 7.76 CHF | 7.77 CHF | 50,000 | 50,000 | 6,708 | 6,708 | 52,191 CHF | 52,342 CHF | 99.22% | 99.22% |
02/05/2024 | 0.15% | 7.51 CHF | 7.52 CHF | 50,000 | 50,000 | 30,413 | 30,413 | 225,653 CHF | 225,983 CHF | 99.57% | 99.57% |