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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 170,000 | 170,000 | 168,621 | 168,621 | 1,086,940 CHF | 1,088,640 CHF | 93.33% | 93.33% |
07/05/2024 | 0.16% | 6.56 CHF | 6.57 CHF | 170,000 | 170,000 | 169,504 | 169,504 | 1,096,610 CHF | 1,098,310 CHF | 99.45% | 99.45% |
06/05/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 180,000 | 180,000 | 179,668 | 179,668 | 1,120,380 CHF | 1,122,180 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 6.01 CHF | 6.02 CHF | 180,000 | 180,000 | 158,148 | 158,148 | 929,010 CHF | 930,737 CHF | 99.97% | 99.97% |
02/05/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 190,000 | 190,000 | 189,650 | 189,650 | 1,055,510 CHF | 1,057,410 CHF | 99.66% | 99.66% |
30/04/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 180,000 | 180,000 | 179,670 | 179,670 | 1,090,460 CHF | 1,092,250 CHF | 99.97% | 99.97% |
29/04/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 180,000 | 180,000 | 179,627 | 179,627 | 1,097,430 CHF | 1,099,230 CHF | 99.69% | 99.69% |
26/04/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 190,000 | 190,000 | 189,638 | 189,638 | 1,119,610 CHF | 1,121,510 CHF | 99.15% | 99.15% |
25/04/2024 | 0.18% | 5.39 CHF | 5.40 CHF | 180,000 | 180,000 | 179,651 | 179,651 | 982,137 CHF | 983,936 CHF | 100.00% | 100.00% |
24/04/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 180,000 | 180,000 | 179,623 | 179,623 | 1,053,880 CHF | 1,055,680 CHF | 98.73% | 98.73% |