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% | 6.20 CHF | 6.21 CHF | 115,000 | 115,000 | 51,480 | 51,480 | 320,751 CHF | 321,267 CHF | 100.00% | 100.00% |
15/05/2024 | 0.17% | 6.16 CHF | 6.17 CHF | 115,000 | 115,000 | 51,526 | 51,526 | 316,813 CHF | 317,330 CHF | 100.00% | 100.00% |
14/05/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 115,000 | 115,000 | 53,562 | 53,562 | 323,981 CHF | 324,518 CHF | 99.87% | 99.87% |
13/05/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 120,000 | 120,000 | 52,443 | 52,443 | 321,619 CHF | 322,145 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 115,000 | 115,000 | 51,586 | 51,586 | 320,731 CHF | 321,247 CHF | 100.00% | 100.00% |
08/05/2024 | 0.17% | 6.21 CHF | 6.22 CHF | 115,000 | 115,000 | 51,683 | 51,683 | 316,802 CHF | 317,319 CHF | 99.12% | 99.12% |
07/05/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 120,000 | 120,000 | 53,640 | 53,640 | 322,734 CHF | 323,272 CHF | 99.85% | 99.85% |
06/05/2024 | 0.18% | 5.90 CHF | 5.91 CHF | 120,000 | 120,000 | 53,542 | 53,542 | 313,071 CHF | 313,609 CHF | 100.00% | 100.00% |
03/05/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 125,000 | 125,000 | 55,815 | 55,815 | 316,644 CHF | 317,203 CHF | 99.95% | 99.95% |
02/05/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 125,000 | 125,000 | 56,367 | 56,367 | 315,518 CHF | 316,083 CHF | 99.87% | 99.87% |