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% | 6.65 CHF | 6.66 CHF | 75,000 | 75,000 | 74,931 | 74,931 | 504,487 CHF | 505,237 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 75,000 | 75,000 | 74,850 | 74,850 | 481,354 CHF | 482,104 CHF | 100.00% | 100.00% |
14/05/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 75,000 | 75,000 | 74,980 | 74,980 | 478,608 CHF | 479,358 CHF | 99.81% | 99.81% |
13/05/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 470,659 CHF | 471,409 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 481,763 CHF | 482,513 CHF | 99.99% | 99.99% |
08/05/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 481,498 CHF | 482,248 CHF | 99.77% | 99.77% |
07/05/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 75,000 | 75,000 | 74,942 | 74,942 | 506,002 CHF | 506,752 CHF | 98.42% | 98.42% |
06/05/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 501,558 CHF | 502,308 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 474,840 CHF | 475,590 CHF | 99.86% | 99.86% |
02/05/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 479,200 CHF | 479,950 CHF | 99.57% | 99.57% |