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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,416,290 CHF | 3,421,390 CHF | 99.83% | 99.83% |
13/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,439,280 CHF | 3,444,380 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,495,970 CHF | 3,501,070 CHF | 99.99% | 99.99% |
08/05/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 510,000 | 510,000 | 509,924 | 509,924 | 3,220,930 CHF | 3,226,030 CHF | 99.44% | 99.44% |
07/05/2024 | 0.17% | 6.23 CHF | 6.24 CHF | 510,000 | 510,000 | 509,528 | 509,528 | 3,037,420 CHF | 3,042,520 CHF | 100.00% | 100.00% |
06/05/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,857,660 CHF | 2,862,760 CHF | 99.74% | 99.74% |
03/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 510,000 | 510,000 | 503,635 | 503,635 | 2,692,280 CHF | 2,697,360 CHF | 99.24% | 99.24% |
02/05/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,740,630 CHF | 2,745,830 CHF | 98.88% | 98.88% |
30/04/2024 | 0.18% | 5.30 CHF | 5.31 CHF | 510,000 | 510,000 | 509,694 | 509,694 | 2,805,670 CHF | 2,810,770 CHF | 99.73% | 99.73% |
29/04/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 510,000 | 510,000 | 506,323 | 506,323 | 2,898,920 CHF | 2,903,980 CHF | 99.23% | 99.23% |