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 | 0.23% | 6.07 CHF | 6.08 CHF | 20,000 | 20,000 | 19,911 | 19,911 | 128,227 CHF | 128,520 CHF | 99.55% | 99.55% |
15/05/2024 | 0.19% | 6.60 CHF | 6.61 CHF | 20,000 | 20,000 | 23,782 | 23,782 | 149,032 CHF | 149,322 CHF | 99.47% | 99.47% |
14/05/2024 | 0.20% | 6.05 CHF | 6.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 151,331 CHF | 151,630 CHF | 99.55% | 99.55% |
13/05/2024 | 0.21% | 6.09 CHF | 6.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 124,431 CHF | 124,687 CHF | 99.57% | 99.57% |
10/05/2024 | 0.18% | 6.50 CHF | 6.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 161,066 CHF | 161,360 CHF | 99.51% | 99.51% |
08/05/2024 | 0.21% | 5.43 CHF | 5.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 135,014 CHF | 135,295 CHF | 99.48% | 99.48% |
07/05/2024 | 0.19% | 5.56 CHF | 5.57 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 187,918 CHF | 188,268 CHF | 98.47% | 98.47% |
06/05/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 124,635 CHF | 124,985 CHF | 99.47% | 99.47% |
03/05/2024 | 0.28% | 3.38 CHF | 3.39 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 122,750 CHF | 123,100 CHF | 99.53% | 99.53% |
02/05/2024 | 0.27% | 3.41 CHF | 3.42 CHF | 30,000 | 30,000 | 26,757 | 26,757 | 98,361 CHF | 98,628 CHF | 99.53% | 99.53% |