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% | 6.70 CHF | 6.71 CHF | 15,000 | 15,000 | 14,912 | 14,912 | 101,092 CHF | 101,317 CHF | 99.52% | 99.52% |
15/05/2024 | 0.21% | 6.96 CHF | 6.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,334 CHF | 105,555 CHF | 99.48% | 99.53% |
14/05/2024 | 0.22% | 6.86 CHF | 6.88 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 100,465 CHF | 100,688 CHF | 99.55% | 99.55% |
13/05/2024 | 0.22% | 6.63 CHF | 6.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 98,392 CHF | 98,607 CHF | 99.52% | 99.52% |
10/05/2024 | 0.23% | 6.51 CHF | 6.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 101,791 CHF | 102,021 CHF | 99.56% | 99.56% |
08/05/2024 | 0.22% | 6.97 CHF | 6.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 106,502 CHF | 106,739 CHF | 99.52% | 99.52% |
07/05/2024 | 0.21% | 7.27 CHF | 7.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 107,446 CHF | 107,674 CHF | 99.55% | 99.55% |
06/05/2024 | 0.21% | 6.93 CHF | 6.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,677 CHF | 103,899 CHF | 99.57% | 99.57% |
03/05/2024 | 0.22% | 6.72 CHF | 6.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,651 CHF | 99,869 CHF | 99.57% | 99.57% |
02/05/2024 | 0.22% | 6.64 CHF | 6.66 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,421 CHF | 99,643 CHF | 98.19% | 98.25% |