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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 319,740 CHF | 320,236 CHF | 99.99% | 99.99% |
26/04/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50,000 | 50,000 | 49,541 | 49,540 | 321,840 CHF | 322,328 CHF | 99.73% | 99.73% |
25/04/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 50,000 | 50,000 | 49,609 | 49,609 | 317,377 CHF | 317,873 CHF | 98.89% | 98.89% |
24/04/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 317,688 CHF | 318,184 CHF | 99.83% | 99.83% |
23/04/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 50,000 | 50,000 | 49,528 | 49,527 | 315,955 CHF | 316,444 CHF | 99.48% | 99.48% |
22/04/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 313,424 CHF | 313,920 CHF | 99.86% | 99.86% |
19/04/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 315,063 CHF | 315,559 CHF | 99.69% | 99.69% |
18/04/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 50,000 | 50,000 | 49,529 | 49,528 | 314,339 CHF | 314,830 CHF | 99.57% | 99.57% |
17/04/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 50,000 | 50,000 | 49,016 | 49,016 | 323,053 CHF | 323,544 CHF | 95.43% | 95.43% |
16/04/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50,000 | 50,000 | 49,033 | 49,033 | 326,281 CHF | 326,772 CHF | 97.09% | 97.09% |