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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 891,425 CHF | 892,925 CHF | 99.87% | 99.87% |
24/04/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 150,000 | 150,000 | 149,965 | 149,965 | 880,530 CHF | 882,030 CHF | 100.00% | 100.00% |
23/04/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 150,000 | 150,000 | 149,970 | 149,969 | 862,029 CHF | 863,526 CHF | 99.99% | 99.99% |
22/04/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 907,044 CHF | 908,544 CHF | 100.00% | 100.00% |
19/04/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 954,603 CHF | 956,103 CHF | 100.00% | 100.00% |
18/04/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 962,835 CHF | 964,335 CHF | 99.96% | 99.96% |
17/04/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 150,000 | 150,000 | 149,703 | 149,694 | 967,918 CHF | 969,359 CHF | 98.84% | 98.84% |
16/04/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 150,000 | 150,000 | 149,691 | 149,691 | 955,015 CHF | 956,515 CHF | 99.98% | 99.98% |
15/04/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 150,000 | 150,000 | 149,981 | 149,981 | 966,178 CHF | 967,678 CHF | 100.00% | 100.00% |
12/04/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,018,830 CHF | 1,020,330 CHF | 100.00% | 100.00% |