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 | 0.23% | 6.72 CHF | 6.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,347,100 CHF | 1,350,260 CHF | 99.26% | 99.26% |
15/05/2024 | 0.24% | 6.63 CHF | 6.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,302,770 CHF | 1,305,940 CHF | 98.82% | 98.82% |
14/05/2024 | 0.25% | 6.41 CHF | 6.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,266,530 CHF | 1,269,750 CHF | 99.40% | 99.40% |
13/05/2024 | 0.25% | 6.33 CHF | 6.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,266,890 CHF | 1,270,070 CHF | 98.92% | 98.92% |
10/05/2024 | 0.25% | 6.28 CHF | 6.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,249,020 CHF | 1,252,170 CHF | 99.98% | 99.98% |
08/05/2024 | 0.26% | 5.97 CHF | 5.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,188,740 CHF | 1,191,820 CHF | 99.67% | 99.67% |
07/05/2024 | 0.28% | 5.84 CHF | 5.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,145,080 CHF | 1,148,330 CHF | 96.81% | 96.81% |
06/05/2024 | 0.29% | 5.45 CHF | 5.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,096,180 CHF | 1,099,380 CHF | 99.85% | 99.85% |
03/05/2024 | 0.30% | 5.33 CHF | 5.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,064,530 CHF | 1,067,770 CHF | 96.34% | 96.34% |
02/05/2024 | 0.30% | 5.20 CHF | 5.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,057,160 CHF | 1,060,360 CHF | 99.35% | 99.35% |