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 | 0.48% | 2.08 CHF | 2.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,246,280 CHF | 417,428 CHF | 98.91% | 98.91% |
15/05/2024 | 0.47% | 2.13 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,283,470 CHF | 429,825 CHF | 98.88% | 98.88% |
14/05/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,254,130 CHF | 420,043 CHF | 98.93% | 98.93% |
13/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,245,610 CHF | 417,205 CHF | 93.59% | 93.59% |
10/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,249,520 CHF | 418,506 CHF | 98.90% | 98.90% |
08/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,262,450 CHF | 422,818 CHF | 98.94% | 98.94% |
07/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,255,850 CHF | 420,618 CHF | 98.88% | 98.88% |
06/05/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,185,210 CHF | 397,069 CHF | 98.95% | 98.95% |
03/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,148,570 CHF | 384,856 CHF | 98.82% | 98.82% |
02/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,131,160 CHF | 379,053 CHF | 98.91% | 98.91% |