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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,643,450 CHF | 1,645,990 CHF | 100.00% | 100.00% |
16/05/2024 | 0.25% | 6.43 CHF | 6.44 CHF | 250,000 | 250,000 | 210,585 | 210,585 | 1,362,050 CHF | 1,364,450 CHF | 99.00% | 99.00% |
15/05/2024 | 0.31% | 6.44 CHF | 6.48 CHF | 50,000 | 50,000 | 183,464 | 183,464 | 1,162,770 CHF | 1,165,100 CHF | 97.70% | 97.70% |
14/05/2024 | 0.17% | 6.21 CHF | 6.22 CHF | 250,000 | 250,000 | 247,383 | 247,383 | 1,525,130 CHF | 1,527,630 CHF | 97.87% | 97.87% |
13/05/2024 | 0.17% | 6.09 CHF | 6.10 CHF | 250,000 | 250,000 | 246,257 | 246,257 | 1,514,660 CHF | 1,517,150 CHF | 99.93% | 99.93% |
10/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,597,910 CHF | 1,600,410 CHF | 98.68% | 98.68% |
08/05/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,474,190 CHF | 1,476,690 CHF | 100.00% | 100.00% |
07/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,481,650 CHF | 1,484,150 CHF | 99.90% | 99.90% |
06/05/2024 | 0.22% | 5.98 CHF | 5.99 CHF | 250,000 | 250,000 | 230,383 | 230,383 | 1,371,830 CHF | 1,374,280 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 5.72 CHF | 5.73 CHF | 250,000 | 250,000 | 214,894 | 214,894 | 1,242,080 CHF | 1,244,500 CHF | 97.13% | 97.13% |