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 | 0.38% | 2.65 CHF | 2.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,317,100 CHF | 264,421 CHF | 99.27% | 99.27% |
15/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,294,560 CHF | 259,913 CHF | 99.07% | 99.07% |
14/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,244,120 CHF | 249,823 CHF | 99.27% | 99.27% |
13/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,259,920 CHF | 252,984 CHF | 98.46% | 98.46% |
10/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,261,530 CHF | 253,307 CHF | 99.27% | 99.27% |
08/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,221,290 CHF | 245,258 CHF | 99.27% | 99.27% |
07/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,216,230 CHF | 244,246 CHF | 99.27% | 99.27% |
06/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,177,500 CHF | 236,501 CHF | 99.27% | 99.27% |
03/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,130,170 CHF | 227,034 CHF | 99.16% | 99.16% |
02/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,110,800 CHF | 223,159 CHF | 99.27% | 99.27% |