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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 2,931,000 CHF | 2,936,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,945,890 CHF | 2,950,890 CHF | 99.99% | 99.99% |
02/05/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,973,450 CHF | 2,978,450 CHF | 99.98% | 99.98% |
30/04/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 500,000 | 500,000 | 499,610 | 499,610 | 3,117,940 CHF | 3,122,940 CHF | 100.00% | 100.00% |
29/04/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 500,000 | 500,000 | 499,922 | 499,922 | 3,144,710 CHF | 3,149,710 CHF | 100.00% | 100.00% |
26/04/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,167,100 CHF | 3,172,100 CHF | 99.38% | 99.38% |
25/04/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,117,650 CHF | 3,122,650 CHF | 99.99% | 99.99% |
24/04/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 500,000 | 500,000 | 499,822 | 499,822 | 3,123,970 CHF | 3,128,970 CHF | 99.99% | 99.99% |
23/04/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,063,840 CHF | 3,068,840 CHF | 100.00% | 100.00% |
22/04/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,038,440 CHF | 3,043,440 CHF | 100.00% | 100.00% |