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 | 0.17% | 6.10 CHF | 6.11 CHF | 250,000 | 250,000 | 249,847 | 249,847 | 1,507,360 CHF | 1,509,860 CHF | 99.18% | 99.18% |
28/08/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,480,760 CHF | 1,483,260 CHF | 99.88% | 99.88% |
27/08/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,497,500 CHF | 1,500,000 CHF | 99.93% | 99.93% |
26/08/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,523,810 CHF | 1,526,310 CHF | 94.82% | 94.82% |
23/08/2024 | 0.22% | 6.04 CHF | 6.08 CHF | 50,000 | 50,000 | 226,885 | 226,885 | 1,349,100 CHF | 1,351,540 CHF | 99.79% | 99.79% |
22/08/2024 | 0.29% | 5.76 CHF | 5.80 CHF | 50,000 | 50,000 | 202,167 | 202,167 | 1,207,860 CHF | 1,210,240 CHF | 99.38% | 99.38% |
21/08/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,511,540 CHF | 1,514,040 CHF | 99.45% | 99.45% |
20/08/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,551,690 CHF | 1,554,190 CHF | 100.00% | 100.00% |
19/08/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,508,730 CHF | 1,511,230 CHF | 99.59% | 99.59% |
16/08/2024 | 0.26% | 6.01 CHF | 6.02 CHF | 250,000 | 250,000 | 213,567 | 213,567 | 1,244,830 CHF | 1,247,240 CHF | 99.98% | 99.98% |