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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,617,700 CHF | 1,620,200 CHF | 100.00% | 100.00% |
28/08/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,589,910 CHF | 1,592,410 CHF | 100.00% | 100.00% |
27/08/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,606,900 CHF | 1,609,400 CHF | 100.00% | 100.00% |
26/08/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,633,720 CHF | 1,636,220 CHF | 100.00% | 100.00% |
23/08/2024 | 0.16% | 6.50 CHF | 6.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,598,830 CHF | 1,601,330 CHF | 99.73% | 99.73% |
22/08/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,595,870 CHF | 1,598,370 CHF | 99.99% | 99.99% |
21/08/2024 | 0.15% | 6.45 CHF | 6.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,622,000 CHF | 1,624,500 CHF | 99.98% | 99.98% |
20/08/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,662,780 CHF | 1,665,280 CHF | 100.00% | 100.00% |
19/08/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 250,000 | 250,000 | 249,616 | 249,616 | 1,617,920 CHF | 1,620,420 CHF | 99.65% | 99.65% |
16/08/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 250,000 | 250,000 | 249,999 | 249,999 | 1,575,210 CHF | 1,577,710 CHF | 99.51% | 99.51% |