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 | 0.16% | 6.38 CHF | 6.39 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 1,916,880 CHF | 1,919,880 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 300,000 | 300,000 | 299,424 | 299,424 | 1,848,140 CHF | 1,851,140 CHF | 99.89% | 99.89% |
14/05/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 300,000 | 300,000 | 299,965 | 299,965 | 1,797,140 CHF | 1,800,140 CHF | 99.79% | 99.79% |
13/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,798,140 CHF | 1,801,140 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,777,930 CHF | 1,780,930 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,688,130 CHF | 1,691,130 CHF | 99.77% | 99.77% |
07/05/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 300,000 | 300,000 | 299,852 | 299,852 | 1,620,710 CHF | 1,623,710 CHF | 96.14% | 96.14% |
06/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,549,010 CHF | 1,552,010 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,504,260 CHF | 1,507,260 CHF | 99.90% | 99.90% |
02/05/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,493,070 CHF | 1,496,070 CHF | 99.55% | 99.55% |