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 | 0.20% | 7.03 CHF | 7.04 CHF | 54,000 | 54,000 | 23,237 | 23,237 | 173,225 CHF | 173,527 CHF | 98.51% | 98.51% |
15/05/2024 | 0.23% | 7.37 CHF | 7.38 CHF | 52,000 | 52,000 | 23,672 | 23,672 | 170,108 CHF | 170,421 CHF | 99.02% | 99.02% |
14/05/2024 | 0.23% | 7.02 CHF | 7.03 CHF | 54,000 | 54,000 | 24,691 | 24,691 | 166,281 CHF | 166,603 CHF | 99.17% | 99.17% |
13/05/2024 | 0.22% | 6.91 CHF | 6.92 CHF | 54,000 | 54,000 | 24,623 | 24,623 | 172,281 CHF | 172,601 CHF | 98.43% | 98.43% |
10/05/2024 | 0.21% | 6.99 CHF | 7.00 CHF | 54,000 | 54,000 | 23,555 | 23,555 | 172,764 CHF | 173,069 CHF | 99.99% | 99.99% |
08/05/2024 | 0.21% | 7.42 CHF | 7.43 CHF | 52,000 | 52,000 | 23,019 | 23,019 | 169,857 CHF | 170,157 CHF | 98.76% | 98.76% |
07/05/2024 | 0.22% | 7.83 CHF | 7.84 CHF | 50,000 | 50,000 | 22,169 | 22,169 | 176,884 CHF | 177,217 CHF | 97.68% | 97.68% |
06/05/2024 | 0.22% | 8.14 CHF | 8.15 CHF | 48,000 | 48,000 | 21,633 | 21,633 | 177,657 CHF | 177,985 CHF | 98.35% | 98.35% |
03/05/2024 | 0.37% | 7.68 CHF | 7.69 CHF | 50,000 | 50,000 | 17,271 | 17,271 | 136,566 CHF | 136,879 CHF | 91.95% | 91.95% |
02/05/2024 | 0.20% | 7.88 CHF | 7.89 CHF | 50,000 | 50,000 | 21,668 | 21,668 | 164,684 CHF | 164,970 CHF | 99.97% | 99.97% |