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% | 6.30 CHF | 6.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,902,400 CHF | 635,132 CHF | 99.32% | 99.32% |
15/05/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,869,560 CHF | 624,186 CHF | 99.31% | 99.31% |
14/05/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,846,410 CHF | 616,469 CHF | 99.34% | 99.34% |
13/05/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,879,890 CHF | 627,629 CHF | 98.41% | 98.41% |
10/05/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,900,460 CHF | 634,487 CHF | 99.33% | 99.33% |
08/05/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,863,810 CHF | 622,271 CHF | 99.31% | 99.31% |
07/05/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,835,310 CHF | 612,771 CHF | 99.34% | 99.34% |
06/05/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,783,410 CHF | 595,468 CHF | 99.35% | 99.35% |
03/05/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,717,520 CHF | 573,506 CHF | 93.59% | 93.59% |
02/05/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,716,190 CHF | 573,063 CHF | 99.33% | 99.33% |