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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,725,300 CHF | 1,728,300 CHF | 84.41% | 84.41% |
24/04/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,706,620 CHF | 1,709,620 CHF | 100.00% | 100.00% |
23/04/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,672,740 CHF | 1,675,730 CHF | 99.05% | 99.05% |
22/04/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,788,620 CHF | 1,791,620 CHF | 100.00% | 100.00% |
19/04/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,876,500 CHF | 1,879,500 CHF | 99.82% | 99.82% |
18/04/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,874,970 CHF | 1,877,970 CHF | 100.00% | 100.00% |
17/04/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,898,720 CHF | 1,901,720 CHF | 99.66% | 99.66% |
16/04/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,860,270 CHF | 1,863,270 CHF | 100.00% | 100.00% |
15/04/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,804,900 CHF | 1,807,900 CHF | 100.00% | 100.00% |
12/04/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,939,680 CHF | 1,942,680 CHF | 96.69% | 96.69% |