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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 75,000 | 75,000 | 74,850 | 74,850 | 506,364 CHF | 507,114 CHF | 100.00% | 100.00% |
14/05/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 503,605 CHF | 504,355 CHF | 99.80% | 99.80% |
13/05/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,741 CHF | 496,491 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 506,848 CHF | 507,598 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 506,690 CHF | 507,440 CHF | 99.77% | 99.77% |
07/05/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75,000 | 75,000 | 74,950 | 74,950 | 531,350 CHF | 532,100 CHF | 98.42% | 98.42% |
06/05/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 526,926 CHF | 527,676 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 500,361 CHF | 501,111 CHF | 99.87% | 99.87% |
02/05/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 504,547 CHF | 505,297 CHF | 99.55% | 99.55% |
30/04/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 75,000 | 75,000 | 74,953 | 74,953 | 513,521 CHF | 514,271 CHF | 100.00% | 100.00% |