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% | 5.78 CHF | 5.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 618,152 CHF | 619,152 CHF | 98.87% | 98.87% |
15/05/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 583,140 CHF | 584,140 CHF | 99.17% | 99.17% |
14/05/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 544,300 CHF | 545,300 CHF | 77.48% | 77.48% |
13/05/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 577,109 CHF | 578,109 CHF | 99.13% | 99.13% |
10/05/2024 | 0.16% | 5.75 CHF | 5.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 607,284 CHF | 608,284 CHF | 92.99% | 92.99% |
08/05/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 605,435 CHF | 606,435 CHF | 99.15% | 99.15% |
07/05/2024 | 0.15% | 6.39 CHF | 6.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 656,645 CHF | 657,645 CHF | 99.00% | 99.00% |
06/05/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 667,407 CHF | 668,407 CHF | 98.99% | 98.99% |
03/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 641,019 CHF | 642,019 CHF | 98.22% | 98.22% |
02/05/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 620,103 CHF | 621,103 CHF | 98.65% | 98.65% |