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 | 0.16% | 6.42 CHF | 6.43 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 319,832 CHF | 320,328 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 50,000 | 50,000 | 49,556 | 49,556 | 314,026 CHF | 314,522 CHF | 99.80% | 99.80% |
14/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 50,000 | 50,000 | 49,600 | 49,600 | 305,588 CHF | 306,085 CHF | 99.75% | 99.75% |
13/05/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 304,428 CHF | 304,924 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 316,291 CHF | 316,787 CHF | 99.98% | 99.98% |
08/05/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 291,866 CHF | 292,362 CHF | 100.00% | 100.00% |
07/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 293,406 CHF | 293,901 CHF | 100.00% | 100.00% |
06/05/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 294,928 CHF | 295,424 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 50,000 | 50,000 | 49,616 | 49,616 | 286,178 CHF | 286,675 CHF | 96.88% | 96.88% |
02/05/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 288,727 CHF | 289,222 CHF | 99.84% | 99.84% |