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 | 0.39% | 2.46 CHF | 2.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,521,830 CHF | 509,276 CHF | 99.24% | 99.24% |
15/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,551,560 CHF | 519,187 CHF | 99.17% | 99.17% |
14/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,530,550 CHF | 512,182 CHF | 96.66% | 96.66% |
13/05/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,516,030 CHF | 507,343 CHF | 98.39% | 98.39% |
10/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,552,200 CHF | 519,399 CHF | 95.37% | 95.37% |
08/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,577,890 CHF | 527,962 CHF | 97.65% | 97.65% |
07/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,556,900 CHF | 520,966 CHF | 99.20% | 99.20% |
06/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,534,230 CHF | 513,408 CHF | 99.24% | 99.24% |
03/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,541,840 CHF | 515,946 CHF | 98.23% | 98.23% |
02/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,586,180 CHF | 530,725 CHF | 99.15% | 99.15% |