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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.50% | 6.03 CHF | 6.06 CHF | 25,000 | 25,000 | 24,917 | 24,917 | 150,523 CHF | 151,273 CHF | 99.99% | 99.99% |
22/05/2024 | 0.49% | 6.00 CHF | 6.03 CHF | 25,000 | 25,000 | 25,011 | 25,011 | 153,591 CHF | 154,341 CHF | 100.00% | 100.00% |
21/05/2024 | 0.49% | 6.20 CHF | 6.23 CHF | 25,000 | 25,000 | 24,978 | 24,978 | 152,779 CHF | 153,529 CHF | 99.85% | 99.85% |
17/05/2024 | 0.51% | 5.95 CHF | 5.98 CHF | 25,000 | 25,000 | 24,983 | 24,983 | 146,992 CHF | 147,741 CHF | 100.00% | 100.00% |
16/05/2024 | 0.53% | 5.70 CHF | 5.73 CHF | 24,000 | 24,000 | 23,986 | 23,986 | 136,251 CHF | 136,971 CHF | 100.00% | 100.00% |
15/05/2024 | 0.51% | 5.80 CHF | 5.83 CHF | 24,000 | 24,000 | 24,757 | 24,757 | 146,650 CHF | 147,394 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 6.04 CHF | 6.07 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 151,689 CHF | 152,439 CHF | 99.98% | 99.98% |
13/05/2024 | 0.49% | 6.09 CHF | 6.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 153,192 CHF | 153,942 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 6.20 CHF | 6.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,521 CHF | 153,271 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 6.01 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,938 CHF | 153,688 CHF | 99.06% | 99.06% |