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 | 0.16% | 6.37 CHF | 6.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 641,723 CHF | 642,723 CHF | 99.08% | 99.08% |
15/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 630,842 CHF | 631,842 CHF | 99.16% | 99.16% |
14/05/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 623,197 CHF | 624,197 CHF | 98.93% | 98.93% |
13/05/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 634,429 CHF | 635,429 CHF | 99.18% | 99.18% |
10/05/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 641,154 CHF | 642,154 CHF | 92.99% | 92.99% |
08/05/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 627,386 CHF | 628,386 CHF | 77.73% | 77.73% |
07/05/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 619,472 CHF | 620,472 CHF | 99.00% | 99.00% |
06/05/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 602,087 CHF | 603,087 CHF | 98.99% | 98.99% |
03/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 580,892 CHF | 581,892 CHF | 99.08% | 99.08% |
02/05/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 579,651 CHF | 580,651 CHF | 98.81% | 98.81% |