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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,774,500 CHF | 1,777,000 CHF | 100.00% | 100.00% |
16/05/2024 | 0.14% | 6.95 CHF | 6.96 CHF | 250,000 | 250,000 | 249,797 | 249,797 | 1,744,380 CHF | 1,746,880 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.98 CHF | 6.99 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 1,712,160 CHF | 1,714,660 CHF | 99.83% | 99.83% |
14/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,671,350 CHF | 1,673,850 CHF | 99.88% | 99.88% |
13/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,667,890 CHF | 1,670,390 CHF | 99.45% | 99.45% |
10/05/2024 | 0.14% | 6.85 CHF | 6.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,728,060 CHF | 1,730,560 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 1,604,450 CHF | 1,606,950 CHF | 99.29% | 99.29% |
07/05/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 1,610,940 CHF | 1,613,440 CHF | 100.00% | 100.00% |
06/05/2024 | 0.15% | 6.50 CHF | 6.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,619,530 CHF | 1,622,030 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,573,230 CHF | 1,575,730 CHF | 98.18% | 98.18% |