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 | 0.32% | 6.19 CHF | 6.21 CHF | 64,000 | 64,000 | 62,991 | 62,991 | 394,471 CHF | 395,732 CHF | 100.00% | 100.00% |
15/05/2024 | 0.32% | 6.29 CHF | 6.31 CHF | 63,000 | 63,000 | 63,365 | 63,365 | 393,927 CHF | 395,197 CHF | 100.00% | 100.00% |
14/05/2024 | 0.33% | 6.18 CHF | 6.20 CHF | 64,000 | 64,000 | 64,211 | 64,211 | 393,143 CHF | 394,428 CHF | 99.98% | 99.98% |
13/05/2024 | 0.32% | 6.16 CHF | 6.18 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 394,939 CHF | 396,213 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 6.31 CHF | 6.33 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 385,496 CHF | 386,719 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 6.13 CHF | 6.15 CHF | 63,000 | 63,000 | 62,768 | 62,768 | 386,086 CHF | 387,342 CHF | 99.25% | 99.25% |
07/05/2024 | 0.33% | 6.10 CHF | 6.12 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 382,984 CHF | 384,247 CHF | 97.36% | 97.36% |
06/05/2024 | 0.33% | 6.07 CHF | 6.09 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 384,145 CHF | 385,418 CHF | 98.42% | 98.42% |
03/05/2024 | 0.34% | 5.99 CHF | 6.01 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 381,705 CHF | 382,986 CHF | 99.94% | 99.94% |
02/05/2024 | 0.34% | 5.92 CHF | 5.94 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 382,371 CHF | 383,666 CHF | 100.00% | 100.00% |