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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 50,000 | 50,000 | 49,541 | 49,540 | 332,243 CHF | 332,732 CHF | 99.80% | 99.80% |
25/04/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 50,000 | 50,000 | 49,609 | 49,607 | 327,797 CHF | 328,286 CHF | 98.50% | 98.50% |
24/04/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 328,104 CHF | 328,600 CHF | 99.83% | 99.83% |
23/04/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 50,000 | 50,000 | 49,528 | 49,527 | 326,378 CHF | 326,867 CHF | 99.45% | 99.45% |
22/04/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 323,850 CHF | 324,346 CHF | 99.94% | 99.94% |
19/04/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 325,451 CHF | 325,947 CHF | 99.73% | 99.73% |
18/04/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 324,746 CHF | 325,236 CHF | 99.67% | 99.67% |
17/04/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 50,000 | 50,000 | 49,015 | 49,015 | 333,355 CHF | 333,846 CHF | 95.30% | 95.30% |
16/04/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 50,000 | 50,000 | 49,021 | 49,021 | 336,526 CHF | 337,017 CHF | 95.83% | 95.83% |
15/04/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 50,000 | 50,000 | 49,185 | 49,184 | 336,389 CHF | 336,877 CHF | 99.60% | 99.60% |