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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,489,340 CHF | 298,868 CHF | 99.09% | 99.09% |
16/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,541,450 CHF | 309,291 CHF | 99.27% | 99.27% |
15/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,519,560 CHF | 304,913 CHF | 99.07% | 99.07% |
14/05/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,469,120 CHF | 294,823 CHF | 99.27% | 99.27% |
13/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,484,440 CHF | 297,888 CHF | 98.46% | 98.46% |
10/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,486,070 CHF | 298,213 CHF | 99.27% | 99.27% |
08/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,445,730 CHF | 290,145 CHF | 99.27% | 99.27% |
07/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,440,320 CHF | 289,063 CHF | 99.27% | 99.27% |
06/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,402,040 CHF | 281,408 CHF | 99.27% | 99.27% |
03/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,354,530 CHF | 271,906 CHF | 99.16% | 99.16% |