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 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,120,000 CHF | 225,000 CHF | 99.27% | 99.27% |
15/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,120,670 CHF | 225,134 CHF | 99.07% | 99.07% |
14/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,128,150 CHF | 226,630 CHF | 99.27% | 99.27% |
13/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,134,380 CHF | 227,877 CHF | 98.46% | 98.46% |
10/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,131,410 CHF | 227,282 CHF | 99.27% | 99.27% |
08/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,137,770 CHF | 228,553 CHF | 99.27% | 99.27% |
07/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,135,000 CHF | 228,000 CHF | 99.27% | 99.27% |
06/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,137,250 CHF | 228,451 CHF | 99.27% | 99.27% |
03/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,137,950 CHF | 228,589 CHF | 99.17% | 99.17% |
02/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,143,500 CHF | 229,700 CHF | 99.27% | 99.27% |