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% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,373,400 CHF | 459,802 CHF | 98.91% | 98.91% |
15/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,410,520 CHF | 472,174 CHF | 98.88% | 98.88% |
14/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,380,950 CHF | 462,318 CHF | 98.92% | 98.92% |
13/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,372,270 CHF | 459,422 CHF | 93.52% | 93.52% |
10/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,375,940 CHF | 460,647 CHF | 98.92% | 98.92% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,388,770 CHF | 464,925 CHF | 98.94% | 98.94% |
07/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,382,120 CHF | 462,706 CHF | 98.86% | 98.86% |
06/05/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,311,230 CHF | 439,077 CHF | 98.95% | 98.95% |
03/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,274,480 CHF | 426,826 CHF | 98.81% | 98.81% |
02/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,257,260 CHF | 421,088 CHF | 98.93% | 98.93% |