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% | 2.19 CHF | 2.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,016,780 CHF | 340,427 CHF | 98.26% | 98.26% |
15/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,108,340 CHF | 370,946 CHF | 98.65% | 98.65% |
14/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,099,870 CHF | 368,124 CHF | 98.81% | 98.81% |
13/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,120,720 CHF | 375,073 CHF | 93.53% | 93.53% |
10/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,112,470 CHF | 372,325 CHF | 98.74% | 98.74% |
08/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,049,650 CHF | 351,383 CHF | 98.78% | 98.78% |
07/05/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,007,500 CHF | 337,332 CHF | 98.74% | 98.74% |
06/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,014,360 CHF | 339,621 CHF | 98.77% | 98.77% |
03/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 990,184 CHF | 331,561 CHF | 98.73% | 98.73% |
02/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 977,241 CHF | 327,247 CHF | 98.43% | 98.43% |