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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.20% | 7.15 CHF | 7.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 142,973 CHF | 143,264 CHF | 99.53% | 99.53% |
07/05/2024 | 0.21% | 6.88 CHF | 6.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 132,203 CHF | 132,484 CHF | 99.56% | 99.56% |
06/05/2024 | 0.22% | 6.42 CHF | 6.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 126,441 CHF | 126,714 CHF | 99.52% | 99.52% |
03/05/2024 | 0.21% | 6.27 CHF | 6.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 124,534 CHF | 124,794 CHF | 99.54% | 99.54% |
02/05/2024 | 0.22% | 6.09 CHF | 6.11 CHF | 20,000 | 20,000 | 16,760 | 16,760 | 102,338 CHF | 102,562 CHF | 99.36% | 99.48% |
30/04/2024 | 0.22% | 6.26 CHF | 6.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 94,999 CHF | 95,210 CHF | 99.50% | 99.50% |
29/04/2024 | 0.21% | 6.52 CHF | 6.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 101,266 CHF | 101,483 CHF | 99.59% | 99.59% |
26/04/2024 | 0.20% | 6.94 CHF | 6.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,803 CHF | 104,008 CHF | 99.57% | 99.57% |
25/04/2024 | 0.23% | 6.47 CHF | 6.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 98,623 CHF | 98,853 CHF | 99.54% | 99.54% |
24/04/2024 | 0.21% | 7.28 CHF | 7.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 110,631 CHF | 110,858 CHF | 99.46% | 99.55% |