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 | 0.15% | 6.55 CHF | 6.56 CHF | 250,000 | 250,000 | 249,799 | 249,799 | 1,643,790 CHF | 1,646,290 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.57 CHF | 6.58 CHF | 250,000 | 250,000 | 249,514 | 249,514 | 1,611,640 CHF | 1,614,140 CHF | 99.82% | 99.82% |
14/05/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250,000 | 250,000 | 249,948 | 249,948 | 1,570,290 CHF | 1,572,790 CHF | 99.88% | 99.88% |
13/05/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,566,940 CHF | 1,569,440 CHF | 99.45% | 99.45% |
10/05/2024 | 0.15% | 6.44 CHF | 6.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,627,170 CHF | 1,629,670 CHF | 99.99% | 99.99% |
08/05/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 250,000 | 250,000 | 249,946 | 249,946 | 1,503,450 CHF | 1,505,950 CHF | 99.29% | 99.29% |
07/05/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 250,000 | 250,000 | 249,848 | 249,848 | 1,510,140 CHF | 1,512,640 CHF | 100.00% | 100.00% |
06/05/2024 | 0.16% | 6.10 CHF | 6.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,518,910 CHF | 1,521,410 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,472,560 CHF | 1,475,060 CHF | 98.20% | 98.20% |
02/05/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,488,120 CHF | 1,490,620 CHF | 99.98% | 99.98% |