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 | 0.18% | 5.49 CHF | 5.50 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 54,957 CHF | 55,056 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 56,978 CHF | 57,077 CHF | 99.76% | 99.76% |
14/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 10,000 | 10,000 | 9,939 | 9,939 | 55,725 CHF | 55,824 CHF | 99.08% | 99.08% |
13/05/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 57,377 CHF | 57,476 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 10,000 | 10,000 | 9,900 | 9,900 | 58,631 CHF | 58,730 CHF | 93.49% | 99.65% |
08/05/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 10,000 | 10,000 | 9,951 | 9,951 | 60,064 CHF | 60,163 CHF | 99.61% | 99.61% |
07/05/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 10,000 | 10,000 | 9,887 | 9,887 | 60,717 CHF | 60,816 CHF | 99.70% | 99.70% |
06/05/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 10,000 | 10,000 | 9,872 | 9,872 | 59,830 CHF | 59,929 CHF | 99.68% | 99.68% |
03/05/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 10,000 | 10,000 | 9,943 | 9,943 | 57,953 CHF | 58,053 CHF | 95.32% | 95.99% |
02/05/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 10,000 | 10,000 | 9,975 | 9,975 | 62,926 CHF | 63,026 CHF | 98.53% | 98.53% |