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 | 0.15% | 6.84 CHF | 6.85 CHF | 300,000 | 300,000 | 299,756 | 299,756 | 2,056,350 CHF | 2,059,350 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 300,000 | 300,000 | 299,420 | 299,420 | 1,987,280 CHF | 1,990,280 CHF | 99.89% | 99.89% |
14/05/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 1,936,640 CHF | 1,939,640 CHF | 99.79% | 99.79% |
13/05/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,937,680 CHF | 1,940,680 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,917,260 CHF | 1,920,260 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,827,660 CHF | 1,830,660 CHF | 99.77% | 99.77% |
07/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 300,000 | 300,000 | 299,856 | 299,856 | 1,760,090 CHF | 1,763,090 CHF | 96.15% | 96.15% |
06/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,688,360 CHF | 1,691,360 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,643,590 CHF | 1,646,590 CHF | 99.89% | 99.89% |
02/05/2024 | 0.18% | 5.35 CHF | 5.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,632,340 CHF | 1,635,340 CHF | 99.56% | 99.56% |