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 | 0.13% | 7.43 CHF | 7.44 CHF | 250,000 | 250,000 | 249,797 | 249,797 | 1,865,290 CHF | 1,867,790 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 250,000 | 250,000 | 249,515 | 249,515 | 1,833,330 CHF | 1,835,830 CHF | 99.82% | 99.82% |
14/05/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,792,950 CHF | 1,795,450 CHF | 99.89% | 99.89% |
13/05/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,789,310 CHF | 1,791,810 CHF | 99.45% | 99.45% |
10/05/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,849,490 CHF | 1,851,990 CHF | 99.99% | 99.99% |
08/05/2024 | 0.14% | 6.92 CHF | 6.93 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 1,726,040 CHF | 1,728,540 CHF | 99.29% | 99.29% |
07/05/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 1,732,140 CHF | 1,734,640 CHF | 100.00% | 100.00% |
06/05/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,740,550 CHF | 1,743,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,694,350 CHF | 1,696,850 CHF | 98.19% | 98.19% |
02/05/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,711,300 CHF | 1,713,800 CHF | 99.98% | 99.98% |