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% | 6.34 CHF | 6.35 CHF | 54,000 | 54,000 | 23,281 | 23,281 | 157,591 CHF | 157,893 CHF | 98.67% | 98.67% |
15/05/2024 | 0.25% | 6.68 CHF | 6.69 CHF | 52,000 | 52,000 | 23,641 | 23,641 | 153,638 CHF | 153,952 CHF | 98.23% | 98.23% |
14/05/2024 | 0.26% | 6.33 CHF | 6.34 CHF | 54,000 | 54,000 | 24,770 | 24,770 | 149,804 CHF | 150,127 CHF | 99.48% | 99.48% |
13/05/2024 | 0.24% | 6.23 CHF | 6.24 CHF | 54,000 | 54,000 | 24,622 | 24,622 | 155,358 CHF | 155,679 CHF | 98.43% | 98.43% |
10/05/2024 | 0.23% | 6.31 CHF | 6.32 CHF | 54,000 | 54,000 | 23,557 | 23,557 | 156,593 CHF | 156,898 CHF | 99.99% | 99.99% |
08/05/2024 | 0.23% | 6.73 CHF | 6.74 CHF | 52,000 | 52,000 | 23,019 | 23,019 | 154,030 CHF | 154,330 CHF | 98.76% | 98.76% |
07/05/2024 | 0.24% | 7.14 CHF | 7.15 CHF | 50,000 | 50,000 | 22,009 | 22,009 | 160,521 CHF | 160,853 CHF | 99.92% | 99.92% |
06/05/2024 | 0.24% | 7.45 CHF | 7.46 CHF | 48,000 | 48,000 | 21,668 | 21,668 | 163,116 CHF | 163,444 CHF | 98.11% | 98.11% |
03/05/2024 | 0.41% | 7.00 CHF | 7.01 CHF | 50,000 | 50,000 | 17,177 | 17,177 | 124,043 CHF | 124,356 CHF | 92.34% | 92.34% |
02/05/2024 | 0.23% | 7.19 CHF | 7.20 CHF | 50,000 | 50,000 | 21,667 | 21,667 | 149,734 CHF | 150,020 CHF | 99.97% | 99.97% |