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 | 0.47% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 954,748 CHF | 319,749 CHF | 98.26% | 98.26% |
15/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,046,510 CHF | 350,337 CHF | 98.66% | 98.66% |
14/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,038,170 CHF | 347,555 CHF | 98.80% | 98.80% |
13/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,059,380 CHF | 354,628 CHF | 93.46% | 93.46% |
10/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,050,980 CHF | 351,828 CHF | 98.75% | 98.75% |
08/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 988,219 CHF | 330,906 CHF | 98.77% | 98.77% |
07/05/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 945,950 CHF | 316,817 CHF | 98.74% | 98.74% |
06/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 952,844 CHF | 319,115 CHF | 98.78% | 98.78% |
03/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 928,863 CHF | 311,121 CHF | 98.74% | 98.74% |
02/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 915,988 CHF | 306,829 CHF | 98.41% | 98.41% |