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% | 2.22 CHF | 2.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 988,845 CHF | 220,743 CHF | 99.17% | 99.17% |
15/05/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,008,080 CHF | 225,018 CHF | 94.71% | 94.71% |
14/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,080,790 CHF | 241,176 CHF | 99.16% | 99.16% |
13/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,039,980 CHF | 232,106 CHF | 98.69% | 98.69% |
10/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,005,340 CHF | 224,409 CHF | 99.17% | 99.17% |
08/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,019,490 CHF | 227,554 CHF | 99.17% | 99.17% |
07/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,049,850 CHF | 234,299 CHF | 96.55% | 96.55% |
06/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,047,770 CHF | 233,838 CHF | 99.17% | 99.17% |
03/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,049,060 CHF | 234,125 CHF | 99.16% | 99.16% |
02/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,061,800 CHF | 236,955 CHF | 99.12% | 99.12% |