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 | 0.21% | 6.83 CHF | 6.84 CHF | 54,000 | 54,000 | 23,259 | 23,259 | 168,848 CHF | 169,150 CHF | 98.97% | 98.97% |
15/05/2024 | 0.23% | 7.17 CHF | 7.18 CHF | 52,000 | 52,000 | 23,642 | 23,642 | 165,254 CHF | 165,568 CHF | 98.23% | 98.23% |
14/05/2024 | 0.24% | 6.82 CHF | 6.83 CHF | 54,000 | 54,000 | 24,770 | 24,770 | 161,985 CHF | 162,308 CHF | 99.48% | 99.48% |
13/05/2024 | 0.23% | 6.72 CHF | 6.73 CHF | 54,000 | 54,000 | 24,622 | 24,622 | 167,454 CHF | 167,774 CHF | 98.43% | 98.43% |
10/05/2024 | 0.21% | 6.80 CHF | 6.81 CHF | 54,000 | 54,000 | 23,557 | 23,557 | 168,155 CHF | 168,460 CHF | 99.99% | 99.99% |
08/05/2024 | 0.22% | 7.22 CHF | 7.23 CHF | 52,000 | 52,000 | 23,033 | 23,033 | 165,445 CHF | 165,746 CHF | 98.62% | 98.62% |
07/05/2024 | 0.23% | 7.63 CHF | 7.64 CHF | 50,000 | 50,000 | 22,170 | 22,170 | 172,560 CHF | 172,893 CHF | 97.68% | 97.68% |
06/05/2024 | 0.23% | 7.94 CHF | 7.95 CHF | 48,000 | 48,000 | 21,668 | 21,668 | 173,724 CHF | 174,052 CHF | 98.11% | 98.11% |
03/05/2024 | 0.38% | 7.49 CHF | 7.50 CHF | 50,000 | 50,000 | 17,328 | 17,328 | 133,666 CHF | 133,979 CHF | 92.82% | 92.82% |
02/05/2024 | 0.21% | 7.68 CHF | 7.69 CHF | 50,000 | 50,000 | 21,598 | 21,598 | 159,894 CHF | 160,180 CHF | 99.98% | 99.98% |