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 | 0.33% | 2.96 CHF | 2.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,818,170 CHF | 608,055 CHF | 99.24% | 99.24% |
15/05/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,847,430 CHF | 617,810 CHF | 99.17% | 99.17% |
14/05/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,828,590 CHF | 611,530 CHF | 96.66% | 96.66% |
13/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,814,380 CHF | 606,794 CHF | 98.41% | 98.41% |
10/05/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,849,420 CHF | 618,473 CHF | 95.38% | 95.38% |
08/05/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,875,990 CHF | 627,330 CHF | 97.65% | 97.65% |
07/05/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,854,570 CHF | 620,190 CHF | 99.20% | 99.20% |
06/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,830,430 CHF | 612,143 CHF | 99.24% | 99.24% |
03/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,839,540 CHF | 615,179 CHF | 98.22% | 98.22% |
02/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,884,620 CHF | 630,206 CHF | 99.15% | 99.15% |