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 | 0.22% | 6.64 CHF | 6.65 CHF | 54,000 | 54,000 | 23,155 | 23,155 | 163,591 CHF | 163,893 CHF | 99.31% | 99.31% |
15/05/2024 | 0.24% | 6.98 CHF | 6.99 CHF | 52,000 | 52,000 | 23,679 | 23,679 | 160,896 CHF | 161,210 CHF | 98.76% | 98.76% |
14/05/2024 | 0.25% | 6.63 CHF | 6.64 CHF | 54,000 | 54,000 | 24,770 | 24,770 | 157,130 CHF | 157,453 CHF | 99.48% | 99.48% |
13/05/2024 | 0.23% | 6.52 CHF | 6.53 CHF | 54,000 | 54,000 | 24,622 | 24,622 | 162,639 CHF | 162,959 CHF | 98.43% | 98.43% |
10/05/2024 | 0.22% | 6.60 CHF | 6.61 CHF | 54,000 | 54,000 | 23,557 | 23,557 | 163,558 CHF | 163,863 CHF | 99.99% | 99.99% |
08/05/2024 | 0.22% | 7.03 CHF | 7.04 CHF | 52,000 | 52,000 | 23,016 | 23,016 | 160,813 CHF | 161,114 CHF | 98.91% | 98.91% |
07/05/2024 | 0.23% | 7.44 CHF | 7.45 CHF | 50,000 | 50,000 | 22,171 | 22,171 | 168,227 CHF | 168,560 CHF | 97.68% | 97.68% |
06/05/2024 | 0.23% | 7.75 CHF | 7.76 CHF | 48,000 | 48,000 | 21,588 | 21,588 | 168,864 CHF | 169,191 CHF | 98.58% | 98.58% |
03/05/2024 | 0.39% | 7.29 CHF | 7.30 CHF | 50,000 | 50,000 | 17,126 | 17,126 | 128,654 CHF | 128,966 CHF | 90.75% | 90.75% |
02/05/2024 | 0.22% | 7.49 CHF | 7.50 CHF | 50,000 | 50,000 | 21,662 | 21,662 | 156,133 CHF | 156,419 CHF | 99.95% | 99.95% |