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% | 6.45 CHF | 6.46 CHF | 54,000 | 54,000 | 23,149 | 23,149 | 159,161 CHF | 159,463 CHF | 99.36% | 99.36% |
15/05/2024 | 0.25% | 6.79 CHF | 6.80 CHF | 52,000 | 52,000 | 23,680 | 23,680 | 156,392 CHF | 156,706 CHF | 98.75% | 98.75% |
14/05/2024 | 0.26% | 6.44 CHF | 6.45 CHF | 54,000 | 54,000 | 24,770 | 24,770 | 152,416 CHF | 152,740 CHF | 99.48% | 99.48% |
13/05/2024 | 0.24% | 6.33 CHF | 6.34 CHF | 54,000 | 54,000 | 24,622 | 24,622 | 157,953 CHF | 158,273 CHF | 98.43% | 98.43% |
10/05/2024 | 0.23% | 6.41 CHF | 6.42 CHF | 54,000 | 54,000 | 23,557 | 23,557 | 159,067 CHF | 159,372 CHF | 99.99% | 99.99% |
08/05/2024 | 0.23% | 6.84 CHF | 6.85 CHF | 52,000 | 52,000 | 23,016 | 23,016 | 156,421 CHF | 156,722 CHF | 98.90% | 98.90% |
07/05/2024 | 0.24% | 7.24 CHF | 7.25 CHF | 50,000 | 50,000 | 22,171 | 22,171 | 164,005 CHF | 164,337 CHF | 97.68% | 97.68% |
06/05/2024 | 0.24% | 7.56 CHF | 7.57 CHF | 48,000 | 48,000 | 21,682 | 21,682 | 165,504 CHF | 165,832 CHF | 97.77% | 97.77% |
03/05/2024 | 0.40% | 7.10 CHF | 7.11 CHF | 50,000 | 50,000 | 17,206 | 17,206 | 126,032 CHF | 126,344 CHF | 92.66% | 92.66% |
02/05/2024 | 0.22% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 21,669 | 21,669 | 152,036 CHF | 152,322 CHF | 99.97% | 99.97% |