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% | 6.93 CHF | 6.94 CHF | 54,000 | 54,000 | 23,170 | 23,170 | 170,500 CHF | 170,802 CHF | 99.81% | 99.81% |
15/05/2024 | 0.23% | 7.27 CHF | 7.28 CHF | 52,000 | 52,000 | 23,625 | 23,625 | 167,442 CHF | 167,756 CHF | 98.53% | 98.53% |
14/05/2024 | 0.24% | 6.92 CHF | 6.93 CHF | 54,000 | 54,000 | 24,770 | 24,770 | 164,423 CHF | 164,746 CHF | 99.48% | 99.48% |
13/05/2024 | 0.22% | 6.82 CHF | 6.83 CHF | 54,000 | 54,000 | 24,622 | 24,622 | 169,867 CHF | 170,187 CHF | 98.43% | 98.43% |
10/05/2024 | 0.21% | 6.90 CHF | 6.91 CHF | 54,000 | 54,000 | 23,559 | 23,559 | 170,495 CHF | 170,800 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 7.32 CHF | 7.33 CHF | 52,000 | 52,000 | 23,019 | 23,019 | 167,603 CHF | 167,903 CHF | 98.76% | 98.76% |
07/05/2024 | 0.23% | 7.73 CHF | 7.74 CHF | 50,000 | 50,000 | 22,009 | 22,009 | 173,486 CHF | 173,818 CHF | 99.92% | 99.92% |
06/05/2024 | 0.22% | 8.04 CHF | 8.05 CHF | 48,000 | 48,000 | 21,719 | 21,719 | 176,256 CHF | 176,584 CHF | 97.59% | 97.59% |
03/05/2024 | 0.38% | 7.58 CHF | 7.59 CHF | 50,000 | 50,000 | 17,207 | 17,207 | 134,320 CHF | 134,633 CHF | 91.62% | 91.62% |
02/05/2024 | 0.21% | 7.78 CHF | 7.79 CHF | 50,000 | 50,000 | 21,596 | 21,596 | 162,006 CHF | 162,292 CHF | 99.97% | 99.97% |