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 | 0.25% | 6.43 CHF | 6.44 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,362,510 CHF | 1,364,910 CHF | 99.00% | 99.00% |
15/05/2024 | 0.31% | 6.44 CHF | 6.48 CHF | 50,000 | 50,000 | 183,459 | 183,459 | 1,164,840 CHF | 1,167,170 CHF | 97.71% | 97.71% |
14/05/2024 | 0.17% | 6.22 CHF | 6.23 CHF | 250,000 | 250,000 | 247,380 | 247,380 | 1,528,160 CHF | 1,530,650 CHF | 97.77% | 97.77% |
13/05/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,517,770 CHF | 1,520,260 CHF | 99.93% | 99.93% |
10/05/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,601,040 CHF | 1,603,540 CHF | 98.68% | 98.68% |
08/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,477,290 CHF | 1,479,790 CHF | 100.00% | 100.00% |
07/05/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,484,740 CHF | 1,487,240 CHF | 99.88% | 99.88% |
06/05/2024 | 0.22% | 5.99 CHF | 6.00 CHF | 250,000 | 250,000 | 230,381 | 230,381 | 1,374,660 CHF | 1,377,110 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 5.73 CHF | 5.74 CHF | 250,000 | 250,000 | 214,839 | 214,839 | 1,244,350 CHF | 1,246,760 CHF | 97.33% | 97.33% |
02/05/2024 | 0.21% | 5.87 CHF | 5.88 CHF | 250,000 | 250,000 | 236,140 | 236,140 | 1,381,390 CHF | 1,383,850 CHF | 99.47% | 99.47% |