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% | 6.58 CHF | 6.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,987,050 CHF | 663,349 CHF | 99.32% | 99.32% |
15/05/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,954,530 CHF | 652,509 CHF | 99.30% | 99.30% |
14/05/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,931,250 CHF | 644,751 CHF | 99.33% | 99.33% |
13/05/2024 | 0.15% | 6.44 CHF | 6.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,964,910 CHF | 655,972 CHF | 98.48% | 98.48% |
10/05/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,985,490 CHF | 662,830 CHF | 99.35% | 99.35% |
08/05/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,948,920 CHF | 650,639 CHF | 99.33% | 99.33% |
07/05/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,920,150 CHF | 641,051 CHF | 99.34% | 99.34% |
06/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,868,170 CHF | 623,722 CHF | 99.34% | 99.34% |
03/05/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,802,520 CHF | 601,840 CHF | 93.60% | 93.60% |
02/05/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,801,320 CHF | 601,440 CHF | 99.33% | 99.33% |