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 | 0.25% | 3.86 CHF | 3.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,356,400 CHF | 787,466 CHF | 99.24% | 99.24% |
15/05/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,386,540 CHF | 797,513 CHF | 99.17% | 99.17% |
14/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,369,020 CHF | 791,674 CHF | 96.66% | 96.66% |
13/05/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,354,370 CHF | 786,789 CHF | 98.40% | 98.40% |
10/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,389,920 CHF | 798,640 CHF | 95.38% | 95.38% |
08/05/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,417,590 CHF | 807,863 CHF | 97.65% | 97.65% |
07/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,394,650 CHF | 800,217 CHF | 99.20% | 99.20% |
06/05/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,370,130 CHF | 792,044 CHF | 99.24% | 99.24% |
03/05/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,379,110 CHF | 795,038 CHF | 98.22% | 98.22% |
02/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,428,860 CHF | 811,620 CHF | 99.15% | 99.15% |