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 | 0.17% | 6.03 CHF | 6.04 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 600,881 CHF | 601,873 CHF | 100.00% | 100.00% |
15/05/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 100,000 | 100,000 | 99,096 | 99,094 | 589,054 CHF | 590,038 CHF | 99.80% | 99.80% |
14/05/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 100,000 | 100,000 | 99,340 | 99,340 | 572,954 CHF | 573,948 CHF | 99.55% | 99.55% |
13/05/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 569,966 CHF | 570,958 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 593,712 CHF | 594,703 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 544,710 CHF | 545,702 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 547,899 CHF | 548,891 CHF | 100.00% | 100.00% |
06/05/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 100,000 | 100,000 | 99,052 | 99,052 | 551,028 CHF | 552,020 CHF | 98.86% | 98.86% |
03/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 100,000 | 100,000 | 99,438 | 99,438 | 534,577 CHF | 535,572 CHF | 96.65% | 96.65% |
02/05/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 538,405 CHF | 539,397 CHF | 99.82% | 99.82% |