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% | 6.79 CHF | 6.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,048,640 CHF | 683,879 CHF | 99.33% | 99.33% |
15/05/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,015,970 CHF | 672,989 CHF | 99.30% | 99.30% |
14/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,993,340 CHF | 665,448 CHF | 99.34% | 99.34% |
13/05/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,026,700 CHF | 676,566 CHF | 98.37% | 98.37% |
10/05/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,047,160 CHF | 683,386 CHF | 99.35% | 99.35% |
08/05/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,010,810 CHF | 671,269 CHF | 99.31% | 99.31% |
07/05/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,981,950 CHF | 661,650 CHF | 99.33% | 99.33% |
06/05/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,929,720 CHF | 644,240 CHF | 99.35% | 99.35% |
03/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,864,070 CHF | 622,356 CHF | 93.58% | 93.58% |
02/05/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,863,530 CHF | 622,177 CHF | 99.33% | 99.33% |