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 | 0.24% | 6.72 CHF | 6.73 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,424,150 CHF | 1,426,550 CHF | 99.00% | 99.00% |
15/05/2024 | 0.30% | 6.74 CHF | 6.78 CHF | 50,000 | 50,000 | 183,459 | 183,459 | 1,217,080 CHF | 1,219,410 CHF | 97.71% | 97.71% |
14/05/2024 | 0.16% | 6.50 CHF | 6.51 CHF | 250,000 | 250,000 | 247,383 | 247,383 | 1,598,550 CHF | 1,601,050 CHF | 97.89% | 97.89% |
13/05/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,587,630 CHF | 1,590,120 CHF | 99.93% | 99.93% |
10/05/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,671,960 CHF | 1,674,460 CHF | 98.68% | 98.68% |
08/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,548,360 CHF | 1,550,860 CHF | 100.00% | 100.00% |
07/05/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,555,670 CHF | 1,558,170 CHF | 99.89% | 99.89% |
06/05/2024 | 0.21% | 6.28 CHF | 6.29 CHF | 250,000 | 250,000 | 230,381 | 230,381 | 1,439,820 CHF | 1,442,270 CHF | 100.00% | 100.00% |
03/05/2024 | 0.25% | 6.01 CHF | 6.02 CHF | 250,000 | 250,000 | 214,934 | 214,934 | 1,305,800 CHF | 1,308,210 CHF | 97.21% | 97.21% |
02/05/2024 | 0.20% | 6.15 CHF | 6.16 CHF | 250,000 | 250,000 | 236,142 | 236,142 | 1,448,720 CHF | 1,451,190 CHF | 99.29% | 99.29% |