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 | 0.42% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,077,130 CHF | 360,545 CHF | 98.25% | 98.25% |
15/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,168,590 CHF | 391,030 CHF | 98.66% | 98.66% |
14/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,160,290 CHF | 388,264 CHF | 98.78% | 98.78% |
13/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,181,460 CHF | 395,321 CHF | 93.43% | 93.43% |
10/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,172,760 CHF | 392,419 CHF | 98.74% | 98.74% |
08/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,109,930 CHF | 371,478 CHF | 98.79% | 98.79% |
07/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,067,570 CHF | 357,358 CHF | 98.74% | 98.74% |
06/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,074,260 CHF | 359,585 CHF | 98.78% | 98.78% |
03/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,050,130 CHF | 351,544 CHF | 98.75% | 98.75% |
02/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,037,450 CHF | 347,315 CHF | 98.44% | 98.44% |