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% | 6.24 CHF | 6.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,523,090 CHF | 1,525,630 CHF | 100.00% | 100.00% |
16/05/2024 | 0.27% | 5.95 CHF | 5.96 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,261,330 CHF | 1,263,730 CHF | 99.00% | 99.00% |
15/05/2024 | 0.34% | 5.96 CHF | 6.00 CHF | 50,000 | 50,000 | 183,457 | 183,457 | 1,074,780 CHF | 1,077,110 CHF | 97.71% | 97.71% |
14/05/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 250,000 | 250,000 | 247,383 | 247,383 | 1,406,310 CHF | 1,408,810 CHF | 97.89% | 97.89% |
13/05/2024 | 0.19% | 5.61 CHF | 5.62 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,396,520 CHF | 1,399,010 CHF | 99.93% | 99.93% |
10/05/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,478,020 CHF | 1,480,520 CHF | 98.68% | 98.68% |
08/05/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,354,770 CHF | 1,357,270 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,361,800 CHF | 1,364,300 CHF | 99.88% | 99.88% |
06/05/2024 | 0.24% | 5.50 CHF | 5.51 CHF | 250,000 | 250,000 | 230,382 | 230,382 | 1,261,660 CHF | 1,264,110 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 5.24 CHF | 5.25 CHF | 250,000 | 250,000 | 215,145 | 215,145 | 1,141,540 CHF | 1,143,950 CHF | 97.13% | 97.13% |