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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 500,000 | 500,000 | 499,930 | 499,930 | 3,055,250 CHF | 3,060,250 CHF | 99.99% | 99.99% |
13/05/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,058,060 CHF | 3,063,060 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,106,630 CHF | 3,111,630 CHF | 100.00% | 100.00% |
08/05/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 3,026,520 CHF | 3,031,520 CHF | 99.63% | 99.63% |
07/05/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 500,000 | 500,000 | 499,717 | 499,717 | 3,055,010 CHF | 3,060,010 CHF | 100.00% | 100.00% |
06/05/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 3,070,220 CHF | 3,075,220 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,085,950 CHF | 3,090,950 CHF | 99.98% | 99.98% |
02/05/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,113,930 CHF | 3,118,930 CHF | 99.98% | 99.98% |
30/04/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 500,000 | 500,000 | 499,604 | 499,604 | 3,258,340 CHF | 3,263,340 CHF | 99.99% | 99.99% |
29/04/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 500,000 | 500,000 | 499,923 | 499,923 | 3,285,570 CHF | 3,290,570 CHF | 100.00% | 100.00% |