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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,604,760 CHF | 536,920 CHF | 98.16% | 98.16% |
16/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,603,800 CHF | 536,600 CHF | 98.76% | 98.76% |
15/05/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,554,310 CHF | 520,103 CHF | 98.68% | 98.68% |
14/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,555,360 CHF | 520,455 CHF | 98.75% | 98.75% |
13/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,569,110 CHF | 525,035 CHF | 93.43% | 93.43% |
10/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,569,610 CHF | 525,202 CHF | 98.77% | 98.77% |
08/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,562,330 CHF | 522,777 CHF | 98.75% | 98.75% |
07/05/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,510,530 CHF | 505,509 CHF | 98.79% | 98.79% |
06/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,481,100 CHF | 495,701 CHF | 98.79% | 98.79% |
03/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,470,710 CHF | 492,236 CHF | 98.74% | 98.74% |