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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 1,026,900 | 1,026,900 | 1,026,900 | 1,026,900 | 6,649,770 CHF | 6,660,040 CHF | 99.58% | 99.58% |
30/04/2024 | 0.15% | 6.50 CHF | 6.51 CHF | 994,500 | 994,500 | 994,082 | 994,082 | 6,612,790 CHF | 6,622,740 CHF | 100.00% | 100.00% |
29/04/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 986,300 | 986,300 | 979,209 | 979,209 | 6,675,920 CHF | 6,685,720 CHF | 99.61% | 99.61% |
26/04/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 1,025,600 | 1,025,600 | 1,025,600 | 1,025,600 | 6,891,200 CHF | 6,901,450 CHF | 99.15% | 99.15% |
25/04/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 995,800 | 995,800 | 995,743 | 995,743 | 6,517,410 CHF | 6,527,370 CHF | 99.98% | 99.98% |
24/04/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 987,300 | 987,300 | 986,903 | 986,903 | 6,771,060 CHF | 6,780,940 CHF | 100.00% | 100.00% |
23/04/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 1,032,100 | 1,032,100 | 1,031,960 | 1,031,960 | 6,851,650 CHF | 6,861,970 CHF | 100.00% | 100.00% |
22/04/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 1,052,300 | 1,052,300 | 1,052,100 | 1,052,100 | 6,667,780 CHF | 6,678,310 CHF | 100.00% | 100.00% |
19/04/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 1,034,100 | 1,034,100 | 1,034,100 | 1,034,100 | 6,375,970 CHF | 6,386,310 CHF | 99.55% | 99.55% |
18/04/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 1,045,400 | 1,045,400 | 1,045,400 | 1,045,400 | 6,570,370 CHF | 6,580,830 CHF | 99.97% | 99.97% |