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 | 50,000 | 50,000 | 49,530 | 49,530 | 337,897 CHF | 338,393 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 334,665 CHF | 335,161 CHF | 99.90% | 99.90% |
14/05/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 50,000 | 50,000 | 49,494 | 49,494 | 338,714 CHF | 339,210 CHF | 100.00% | 100.00% |
13/05/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 338,330 CHF | 338,826 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 342,609 CHF | 343,105 CHF | 99.99% | 99.99% |
08/05/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 333,913 CHF | 334,409 CHF | 100.00% | 100.00% |
07/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 336,492 CHF | 336,988 CHF | 100.00% | 100.00% |
06/05/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 338,222 CHF | 338,718 CHF | 99.72% | 99.72% |
03/05/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 50,000 | 50,000 | 49,490 | 49,490 | 339,186 CHF | 339,681 CHF | 97.64% | 97.64% |
02/05/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 343,450 CHF | 343,946 CHF | 99.56% | 99.56% |