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% | 6.60 CHF | 6.61 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 325,897 CHF | 326,393 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 323,338 CHF | 323,833 CHF | 100.00% | 100.00% |
14/05/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50,000 | 50,000 | 49,471 | 49,471 | 327,625 CHF | 328,120 CHF | 99.74% | 99.74% |
13/05/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 328,252 CHF | 328,748 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 332,921 CHF | 333,417 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 325,230 CHF | 325,726 CHF | 100.00% | 100.00% |
07/05/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 328,148 CHF | 328,644 CHF | 100.00% | 100.00% |
06/05/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 329,607 CHF | 330,103 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50,000 | 50,000 | 49,622 | 49,622 | 331,497 CHF | 331,993 CHF | 97.85% | 97.85% |
02/05/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 333,801 CHF | 334,297 CHF | 99.89% | 99.89% |