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 | 0.49% | 2.02 CHF | 2.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,010,000 CHF | 203,000 CHF | 99.27% | 99.27% |
15/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,009,980 CHF | 202,997 CHF | 99.07% | 99.07% |
14/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,016,880 CHF | 204,376 CHF | 99.27% | 99.27% |
13/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,023,260 CHF | 205,652 CHF | 98.46% | 98.46% |
10/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,020,980 CHF | 205,196 CHF | 99.27% | 99.27% |
08/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,025,000 CHF | 206,000 CHF | 99.27% | 99.27% |
07/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,025,000 CHF | 206,000 CHF | 99.27% | 99.27% |
06/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,025,150 CHF | 206,030 CHF | 99.27% | 99.27% |
03/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,025,540 CHF | 206,108 CHF | 99.17% | 99.17% |
02/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,031,030 CHF | 207,205 CHF | 99.27% | 99.27% |