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 | 0.25% | 7.36 CHF | 7.37 CHF | 55,500 | 55,500 | 19,160 | 19,160 | 141,219 CHF | 141,482 CHF | 99.99% | 99.99% |
15/05/2024 | 0.25% | 7.39 CHF | 7.40 CHF | 55,500 | 55,500 | 19,171 | 19,171 | 142,307 CHF | 142,570 CHF | 99.99% | 99.99% |
14/05/2024 | 0.24% | 7.47 CHF | 7.48 CHF | 54,700 | 54,700 | 18,956 | 18,956 | 141,651 CHF | 141,911 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 7.20 CHF | 7.21 CHF | 56,100 | 56,100 | 19,495 | 19,495 | 139,588 CHF | 139,855 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 7.10 CHF | 7.11 CHF | 55,700 | 55,700 | 19,061 | 19,061 | 140,724 CHF | 140,984 CHF | 99.99% | 99.99% |
08/05/2024 | 0.26% | 7.43 CHF | 7.44 CHF | 57,300 | 57,300 | 19,301 | 19,301 | 138,200 CHF | 138,465 CHF | 98.99% | 98.99% |
07/05/2024 | 0.24% | 6.88 CHF | 6.89 CHF | 59,900 | 59,900 | 21,779 | 21,779 | 143,515 CHF | 143,783 CHF | 97.81% | 97.81% |
06/05/2024 | 0.26% | 6.32 CHF | 6.33 CHF | 67,500 | 67,500 | 23,716 | 23,716 | 143,756 CHF | 144,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.67 CHF | 5.68 CHF | 75,000 | 75,000 | 25,826 | 25,826 | 142,933 CHF | 143,191 CHF | 99.73% | 99.73% |
02/05/2024 | 0.20% | 5.29 CHF | 5.30 CHF | 80,300 | 80,300 | 28,107 | 28,107 | 143,277 CHF | 143,559 CHF | 99.78% | 99.78% |