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 | 0.15% | 7.00 CHF | 7.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,714,260 CHF | 1,716,760 CHF | 100.00% | 100.00% |
16/05/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 250,000 | 250,000 | 249,801 | 249,801 | 1,684,650 CHF | 1,687,150 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 250,000 | 250,000 | 249,518 | 249,518 | 1,652,380 CHF | 1,654,880 CHF | 99.83% | 99.83% |
14/05/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,611,260 CHF | 1,613,760 CHF | 99.89% | 99.89% |
13/05/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,607,880 CHF | 1,610,380 CHF | 99.45% | 99.45% |
10/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,668,080 CHF | 1,670,580 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 1,544,380 CHF | 1,546,880 CHF | 99.29% | 99.29% |
07/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 250,000 | 250,000 | 249,849 | 249,849 | 1,551,030 CHF | 1,553,530 CHF | 100.00% | 100.00% |
06/05/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,559,740 CHF | 1,562,240 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,513,360 CHF | 1,515,860 CHF | 98.19% | 98.19% |