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 | 0.14% | 6.88 CHF | 6.89 CHF | 75,000 | 75,000 | 74,929 | 74,929 | 521,449 CHF | 522,199 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 75,000 | 75,000 | 74,850 | 74,850 | 498,261 CHF | 499,011 CHF | 99.83% | 99.83% |
14/05/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 495,525 CHF | 496,275 CHF | 99.80% | 99.80% |
13/05/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 487,623 CHF | 488,373 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 498,728 CHF | 499,478 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 498,490 CHF | 499,240 CHF | 99.77% | 99.77% |
07/05/2024 | 0.14% | 6.95 CHF | 6.96 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 523,039 CHF | 523,789 CHF | 98.42% | 98.42% |
06/05/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 518,652 CHF | 519,402 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 491,997 CHF | 492,747 CHF | 99.85% | 99.85% |
02/05/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 496,263 CHF | 497,013 CHF | 99.56% | 99.56% |