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% | 6.48 CHF | 6.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 652,476 CHF | 653,476 CHF | 99.07% | 99.07% |
15/05/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 641,650 CHF | 642,650 CHF | 99.15% | 99.15% |
14/05/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 633,981 CHF | 634,981 CHF | 98.92% | 98.92% |
13/05/2024 | 0.15% | 6.34 CHF | 6.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 645,140 CHF | 646,140 CHF | 99.18% | 99.18% |
10/05/2024 | 0.15% | 6.42 CHF | 6.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 651,891 CHF | 652,891 CHF | 93.14% | 93.14% |
08/05/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 638,221 CHF | 639,221 CHF | 77.73% | 77.73% |
07/05/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 630,267 CHF | 631,267 CHF | 99.00% | 99.00% |
06/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 612,821 CHF | 613,821 CHF | 98.99% | 98.99% |
03/05/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 591,637 CHF | 592,637 CHF | 98.92% | 98.92% |
02/05/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 590,528 CHF | 591,528 CHF | 98.52% | 98.52% |