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 | 0.57% | 1.69 CHF | 1.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,057,920 CHF | 354,639 CHF | 99.24% | 99.24% |
15/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,087,390 CHF | 364,462 CHF | 99.17% | 99.17% |
14/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,065,080 CHF | 357,028 CHF | 96.66% | 96.66% |
13/05/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,051,890 CHF | 352,629 CHF | 98.40% | 98.40% |
10/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,086,000 CHF | 364,000 CHF | 95.39% | 95.39% |
08/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,111,630 CHF | 372,543 CHF | 97.65% | 97.65% |
07/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,091,780 CHF | 365,927 CHF | 99.20% | 99.20% |
06/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,068,990 CHF | 358,329 CHF | 99.23% | 99.23% |
03/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,077,370 CHF | 361,123 CHF | 98.22% | 98.22% |
02/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,117,420 CHF | 374,474 CHF | 99.15% | 99.15% |