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 | 0.14% | 7.31 CHF | 7.32 CHF | 300,000 | 300,000 | 299,762 | 299,762 | 2,195,760 CHF | 2,198,760 CHF | 100.00% | 100.00% |
15/05/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 300,000 | 300,000 | 299,411 | 299,411 | 2,126,550 CHF | 2,129,550 CHF | 99.90% | 99.90% |
14/05/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 300,000 | 300,000 | 299,963 | 299,963 | 2,076,100 CHF | 2,079,100 CHF | 99.80% | 99.80% |
13/05/2024 | 0.14% | 6.92 CHF | 6.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,077,110 CHF | 2,080,110 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,056,810 CHF | 2,059,810 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,966,960 CHF | 1,969,960 CHF | 99.77% | 99.77% |
07/05/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 300,000 | 300,000 | 299,854 | 299,854 | 1,899,320 CHF | 1,902,320 CHF | 96.15% | 96.15% |
06/05/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,827,720 CHF | 1,830,720 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,782,860 CHF | 1,785,860 CHF | 99.91% | 99.91% |
02/05/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,771,590 CHF | 1,774,590 CHF | 99.54% | 99.54% |