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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 135,000 | 135,000 | 46,855 | 46,855 | 317,829 CHF | 318,300 CHF | 99.99% | 99.99% |
15/05/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 135,000 | 135,000 | 46,893 | 46,893 | 319,216 CHF | 319,686 CHF | 99.99% | 99.99% |
14/05/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 135,000 | 135,000 | 47,080 | 47,080 | 321,754 CHF | 322,226 CHF | 100.00% | 100.00% |
13/05/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 135,000 | 135,000 | 47,121 | 47,121 | 316,226 CHF | 316,697 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 135,000 | 135,000 | 46,485 | 46,485 | 315,967 CHF | 316,432 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 135,000 | 135,000 | 45,810 | 45,810 | 307,676 CHF | 308,135 CHF | 98.99% | 98.99% |
07/05/2024 | 0.16% | 6.60 CHF | 6.61 CHF | 135,000 | 135,000 | 48,401 | 48,401 | 313,578 CHF | 314,063 CHF | 99.61% | 99.61% |
06/05/2024 | 0.17% | 6.35 CHF | 6.36 CHF | 140,000 | 140,000 | 49,264 | 49,264 | 307,197 CHF | 307,690 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 145,000 | 145,000 | 49,881 | 49,881 | 298,793 CHF | 299,293 CHF | 99.96% | 99.96% |
02/05/2024 | 0.18% | 5.89 CHF | 5.90 CHF | 145,000 | 145,000 | 51,088 | 51,088 | 296,127 CHF | 296,638 CHF | 99.98% | 99.98% |