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% | 6.17 CHF | 6.18 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 307,322 CHF | 307,818 CHF | 100.00% | 100.00% |
15/05/2024 | 0.17% | 6.20 CHF | 6.21 CHF | 50,000 | 50,000 | 49,548 | 49,548 | 301,414 CHF | 301,910 CHF | 99.81% | 99.81% |
14/05/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50,000 | 50,000 | 49,673 | 49,673 | 293,423 CHF | 293,920 CHF | 99.55% | 99.55% |
13/05/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 291,879 CHF | 292,375 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 303,748 CHF | 304,244 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 279,268 CHF | 279,763 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 280,841 CHF | 281,331 CHF | 100.00% | 100.00% |
06/05/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 282,408 CHF | 282,904 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 50,000 | 50,000 | 49,779 | 49,779 | 274,475 CHF | 274,973 CHF | 96.04% | 96.04% |
02/05/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 276,123 CHF | 276,619 CHF | 99.81% | 99.81% |