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 | 0.44% | 2.26 CHF | 2.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,012,410 CHF | 338,970 CHF | 96.13% | 96.13% |
15/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 998,553 CHF | 334,351 CHF | 98.66% | 98.66% |
14/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 998,036 CHF | 334,179 CHF | 98.81% | 98.81% |
13/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,027,280 CHF | 343,927 CHF | 93.21% | 93.21% |
10/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,039,710 CHF | 348,070 CHF | 98.22% | 98.22% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,043,030 CHF | 349,177 CHF | 96.78% | 96.78% |
07/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,032,650 CHF | 345,717 CHF | 97.15% | 97.15% |
06/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,038,430 CHF | 347,643 CHF | 98.60% | 98.60% |
03/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,049,810 CHF | 351,438 CHF | 98.38% | 98.38% |
02/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,061,230 CHF | 355,244 CHF | 98.77% | 98.77% |