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 | 0.46% | 6.20 CHF | 6.23 CHF | 10,000 | 10,000 | 10,089 | 10,089 | 65,031 CHF | 65,331 CHF | 99.58% | 99.58% |
15/05/2024 | 0.50% | 5.91 CHF | 5.94 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,937 CHF | 58,228 CHF | 99.57% | 99.57% |
14/05/2024 | 0.48% | 6.33 CHF | 6.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,344 CHF | 61,638 CHF | 99.55% | 99.55% |
13/05/2024 | 0.46% | 6.34 CHF | 6.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,320 CHF | 63,611 CHF | 99.46% | 99.52% |
10/05/2024 | 0.43% | 6.19 CHF | 6.22 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,611 CHF | 63,886 CHF | 99.55% | 99.55% |
08/05/2024 | 0.43% | 5.99 CHF | 6.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,484 CHF | 60,745 CHF | 99.58% | 99.58% |
07/05/2024 | 0.43% | 5.89 CHF | 5.91 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 56,167 CHF | 56,409 CHF | 99.56% | 99.56% |
06/05/2024 | 0.41% | 5.29 CHF | 5.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 76,935 CHF | 77,253 CHF | 99.53% | 99.53% |
03/05/2024 | 0.48% | 4.48 CHF | 4.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 48,321 CHF | 48,553 CHF | 99.49% | 99.49% |
02/05/2024 | 0.45% | 5.09 CHF | 5.11 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 51,097 CHF | 51,325 CHF | 99.44% | 99.44% |