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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,993,260 CHF | 665,418 CHF | 98.39% | 98.39% |
28/05/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,998,230 CHF | 667,076 CHF | 99.34% | 99.34% |
27/05/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,997,960 CHF | 666,987 CHF | 98.65% | 98.65% |
24/05/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,960,300 CHF | 654,434 CHF | 99.34% | 99.34% |
23/05/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,976,120 CHF | 659,707 CHF | 96.05% | 96.05% |
22/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,943,910 CHF | 648,971 CHF | 99.27% | 99.27% |
21/05/2024 | 0.15% | 6.45 CHF | 6.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,941,150 CHF | 648,049 CHF | 95.14% | 95.14% |
17/05/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,962,040 CHF | 655,013 CHF | 99.32% | 99.32% |
16/05/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,987,050 CHF | 663,349 CHF | 99.32% | 99.32% |
15/05/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,954,530 CHF | 652,509 CHF | 99.30% | 99.30% |