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 | 0.17% | 5.98 CHF | 5.99 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 590,194 CHF | 591,186 CHF | 100.00% | 100.00% |
15/05/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 583,553 CHF | 584,545 CHF | 100.00% | 100.00% |
14/05/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 100,000 | 100,000 | 98,987 | 98,987 | 591,518 CHF | 592,509 CHF | 100.00% | 100.00% |
13/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 590,724 CHF | 591,715 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 599,342 CHF | 600,333 CHF | 100.00% | 100.00% |
08/05/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 581,786 CHF | 582,778 CHF | 100.00% | 100.00% |
07/05/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 587,108 CHF | 588,099 CHF | 100.00% | 100.00% |
06/05/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 590,748 CHF | 591,740 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 100,000 | 100,000 | 99,242 | 99,242 | 594,212 CHF | 595,205 CHF | 98.82% | 98.82% |
02/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 600,628 CHF | 601,620 CHF | 99.94% | 99.94% |