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% | 6.41 CHF | 6.42 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 189,872 CHF | 190,170 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 30,000 | 30,000 | 29,720 | 29,720 | 187,908 CHF | 188,205 CHF | 100.00% | 100.00% |
14/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 30,000 | 30,000 | 29,789 | 29,789 | 190,915 CHF | 191,213 CHF | 99.60% | 99.60% |
13/05/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 190,064 CHF | 190,362 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 192,646 CHF | 192,944 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 187,419 CHF | 187,716 CHF | 100.00% | 100.00% |
07/05/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 188,983 CHF | 189,280 CHF | 100.00% | 100.00% |
06/05/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 190,046 CHF | 190,344 CHF | 99.76% | 99.76% |
03/05/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 30,000 | 30,000 | 29,697 | 29,697 | 190,647 CHF | 190,945 CHF | 98.66% | 98.66% |
02/05/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 193,094 CHF | 193,392 CHF | 99.64% | 99.64% |