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 | 0.39% | 2.46 CHF | 2.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,139,880 CHF | 381,458 CHF | 98.26% | 98.26% |
15/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,231,380 CHF | 411,961 CHF | 98.66% | 98.66% |
14/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,222,890 CHF | 409,130 CHF | 98.79% | 98.79% |
13/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,243,670 CHF | 416,056 CHF | 93.50% | 93.50% |
10/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,235,110 CHF | 413,203 CHF | 98.74% | 98.74% |
08/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,172,170 CHF | 392,224 CHF | 98.78% | 98.78% |
07/05/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,129,900 CHF | 378,133 CHF | 98.73% | 98.73% |
06/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,136,380 CHF | 380,294 CHF | 98.77% | 98.77% |
03/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,112,220 CHF | 372,240 CHF | 98.73% | 98.73% |
02/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,099,510 CHF | 368,004 CHF | 98.44% | 98.44% |