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% | 6.08 CHF | 6.09 CHF | 250,000 | 250,000 | 249,802 | 249,802 | 1,528,900 CHF | 1,531,400 CHF | 100.00% | 100.00% |
15/05/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 250,000 | 250,000 | 249,515 | 249,515 | 1,496,630 CHF | 1,499,130 CHF | 99.83% | 99.83% |
14/05/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,454,780 CHF | 1,457,280 CHF | 99.87% | 99.87% |
13/05/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,451,590 CHF | 1,454,090 CHF | 99.45% | 99.45% |
10/05/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,511,870 CHF | 1,514,370 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 1,387,940 CHF | 1,390,440 CHF | 99.29% | 99.29% |
07/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 250,000 | 250,000 | 249,847 | 249,847 | 1,394,900 CHF | 1,397,400 CHF | 100.00% | 100.00% |
06/05/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,403,950 CHF | 1,406,450 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,357,510 CHF | 1,360,010 CHF | 98.20% | 98.20% |
02/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 250,000 | 250,000 | 249,998 | 250,000 | 1,372,340 CHF | 1,374,850 CHF | 99.99% | 99.99% |