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% | 6.70 CHF | 6.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,347,950 CHF | 1,349,950 CHF | 99.08% | 99.08% |
15/05/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,326,460 CHF | 1,328,460 CHF | 99.15% | 99.15% |
14/05/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,311,250 CHF | 1,313,250 CHF | 98.91% | 98.91% |
13/05/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,333,540 CHF | 1,335,540 CHF | 99.18% | 99.18% |
10/05/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,346,880 CHF | 1,348,880 CHF | 93.13% | 93.13% |
08/05/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,322,990 CHF | 1,324,990 CHF | 99.02% | 99.02% |
07/05/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,303,540 CHF | 1,305,540 CHF | 99.00% | 99.00% |
06/05/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,268,660 CHF | 1,270,660 CHF | 98.99% | 98.99% |
03/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,226,430 CHF | 1,228,430 CHF | 98.86% | 98.86% |
02/05/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,224,370 CHF | 1,226,370 CHF | 98.84% | 98.84% |