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 | 0.17% | 6.06 CHF | 6.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,478,440 CHF | 1,480,940 CHF | 100.00% | 100.00% |
16/05/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 250,000 | 250,000 | 249,797 | 249,797 | 1,450,490 CHF | 1,452,990 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 250,000 | 250,000 | 249,499 | 249,499 | 1,418,090 CHF | 1,420,590 CHF | 99.83% | 99.83% |
14/05/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 1,376,080 CHF | 1,378,580 CHF | 99.87% | 99.87% |
13/05/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,373,000 CHF | 1,375,500 CHF | 99.45% | 99.45% |
10/05/2024 | 0.17% | 5.67 CHF | 5.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,433,280 CHF | 1,435,780 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 1,309,260 CHF | 1,311,760 CHF | 99.29% | 99.29% |
07/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 250,000 | 250,000 | 249,850 | 249,850 | 1,316,430 CHF | 1,318,930 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,325,580 CHF | 1,328,080 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,279,030 CHF | 1,281,530 CHF | 98.18% | 98.18% |