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% | 2.64 CHF | 2.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,177,890 CHF | 262,753 CHF | 99.17% | 99.17% |
15/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,197,080 CHF | 267,018 CHF | 94.71% | 94.71% |
14/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,270,440 CHF | 283,320 CHF | 99.16% | 99.16% |
13/05/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,228,980 CHF | 274,106 CHF | 98.69% | 98.69% |
10/05/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,194,890 CHF | 266,532 CHF | 99.16% | 99.16% |
08/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,208,650 CHF | 269,590 CHF | 99.17% | 99.17% |
07/05/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,238,850 CHF | 276,299 CHF | 96.55% | 96.55% |
06/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,237,350 CHF | 275,966 CHF | 99.17% | 99.17% |
03/05/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,238,060 CHF | 276,125 CHF | 99.16% | 99.16% |
02/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,251,470 CHF | 279,105 CHF | 99.12% | 99.12% |