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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 110,300 | 110,300 | 113,172 | 113,172 | 706,538 CHF | 707,669 CHF | 99.99% | 99.99% |
30/04/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 110,300 | 110,300 | 110,121 | 110,121 | 687,030 CHF | 688,132 CHF | 99.77% | 99.77% |
29/04/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 110,100 | 110,100 | 110,040 | 110,040 | 690,578 CHF | 691,679 CHF | 99.83% | 99.83% |
26/04/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 110,000 | 110,000 | 110,423 | 110,423 | 692,353 CHF | 693,457 CHF | 99.19% | 99.19% |
25/04/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 110,700 | 110,700 | 111,001 | 111,001 | 692,446 CHF | 693,556 CHF | 99.91% | 99.91% |
24/04/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 111,200 | 111,200 | 109,979 | 109,979 | 685,455 CHF | 686,554 CHF | 99.54% | 99.54% |
23/04/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 109,200 | 109,200 | 109,309 | 109,309 | 689,762 CHF | 690,855 CHF | 99.15% | 99.15% |
22/04/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 109,400 | 109,400 | 108,370 | 108,370 | 684,045 CHF | 685,129 CHF | 99.55% | 99.55% |
19/04/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 107,700 | 107,700 | 107,519 | 107,519 | 688,236 CHF | 689,311 CHF | 100.00% | 100.00% |
18/04/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 107,400 | 107,400 | 108,182 | 108,182 | 689,664 CHF | 690,746 CHF | 100.00% | 100.00% |