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% | 6.71 CHF | 6.72 CHF | 80,000 | 80,000 | 79,874 | 79,874 | 530,717 CHF | 531,517 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 6.45 CHF | 6.46 CHF | 80,000 | 80,000 | 76,896 | 76,896 | 472,543 CHF | 473,333 CHF | 99.90% | 99.90% |
14/05/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 469,459 CHF | 470,259 CHF | 99.71% | 99.71% |
13/05/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 474,195 CHF | 474,995 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 473,879 CHF | 474,679 CHF | 99.97% | 99.97% |
08/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 80,000 | 80,000 | 79,549 | 79,549 | 440,384 CHF | 441,184 CHF | 99.67% | 99.67% |
07/05/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 80,000 | 80,000 | 79,961 | 79,961 | 444,649 CHF | 445,449 CHF | 99.75% | 99.75% |
06/05/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 416,282 CHF | 417,082 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 382,424 CHF | 383,224 CHF | 99.28% | 99.28% |
02/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 398,460 CHF | 399,360 CHF | 99.40% | 99.40% |