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% | 6.42 CHF | 6.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 682,624 CHF | 683,624 CHF | 98.86% | 98.86% |
15/05/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 647,740 CHF | 648,740 CHF | 99.16% | 99.16% |
14/05/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 609,067 CHF | 610,067 CHF | 77.48% | 77.48% |
13/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 641,732 CHF | 642,732 CHF | 99.18% | 99.18% |
10/05/2024 | 0.15% | 6.39 CHF | 6.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 671,889 CHF | 672,889 CHF | 92.99% | 92.99% |
08/05/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 670,230 CHF | 671,230 CHF | 99.15% | 99.15% |
07/05/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 721,274 CHF | 722,274 CHF | 99.00% | 99.00% |
06/05/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 731,877 CHF | 732,877 CHF | 98.99% | 98.99% |
03/05/2024 | 0.14% | 6.92 CHF | 6.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 705,687 CHF | 706,687 CHF | 99.02% | 99.02% |
02/05/2024 | 0.15% | 7.09 CHF | 7.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 684,978 CHF | 685,978 CHF | 98.65% | 98.65% |