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 | 0.47% | 2.03 CHF | 2.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,261,150 CHF | 422,384 CHF | 99.24% | 99.24% |
15/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,289,300 CHF | 431,768 CHF | 99.17% | 99.17% |
14/05/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,269,120 CHF | 425,038 CHF | 96.66% | 96.66% |
13/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,255,770 CHF | 420,589 CHF | 98.40% | 98.40% |
10/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,289,530 CHF | 431,842 CHF | 95.38% | 95.38% |
08/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,315,810 CHF | 440,604 CHF | 97.65% | 97.65% |
07/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,295,550 CHF | 433,851 CHF | 99.20% | 99.20% |
06/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,272,370 CHF | 426,123 CHF | 99.24% | 99.24% |
03/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,280,980 CHF | 428,994 CHF | 98.23% | 98.23% |
02/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,323,260 CHF | 443,087 CHF | 99.15% | 99.15% |