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 | 0.15% | 6.42 CHF | 6.43 CHF | 30,500 | 30,500 | 30,476 | 30,476 | 198,347 CHF | 198,652 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 29,900 | 29,900 | 29,852 | 29,852 | 199,586 CHF | 199,886 CHF | 100.00% | 100.00% |
14/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 30,300 | 30,300 | 30,555 | 30,555 | 201,776 CHF | 202,081 CHF | 99.70% | 99.70% |
13/05/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 31,400 | 31,400 | 31,400 | 31,400 | 204,183 CHF | 204,497 CHF | 99.47% | 99.47% |
10/05/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 33,300 | 33,300 | 33,655 | 33,655 | 210,384 CHF | 210,720 CHF | 100.00% | 100.00% |
08/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 34,900 | 34,900 | 34,900 | 34,900 | 206,757 CHF | 207,106 CHF | 98.93% | 98.93% |
07/05/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 37,300 | 37,300 | 37,375 | 37,375 | 209,175 CHF | 209,549 CHF | 99.41% | 99.41% |
06/05/2024 | 0.18% | 5.31 CHF | 5.32 CHF | 37,900 | 37,900 | 37,858 | 37,858 | 205,244 CHF | 205,623 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.29 CHF | 5.30 CHF | 36,700 | 36,700 | 36,685 | 36,685 | 199,352 CHF | 199,719 CHF | 99.97% | 99.97% |
02/05/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 36,100 | 36,100 | 36,200 | 36,200 | 201,161 CHF | 201,523 CHF | 98.53% | 98.53% |