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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,483,460 CHF | 496,488 CHF | 80.58% | 80.58% |
23/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,489,280 CHF | 498,426 CHF | 87.98% | 87.98% |
22/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,537,010 CHF | 514,338 CHF | 79.12% | 79.12% |
21/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,526,350 CHF | 510,784 CHF | 72.41% | 72.41% |
17/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,558,980 CHF | 521,660 CHF | 86.73% | 86.73% |
16/05/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,561,720 CHF | 522,572 CHF | 89.25% | 89.25% |
15/05/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,548,020 CHF | 518,006 CHF | 92.08% | 92.08% |
14/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,501,570 CHF | 502,525 CHF | 85.34% | 85.34% |
13/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,491,310 CHF | 499,104 CHF | 74.71% | 74.71% |
10/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,476,520 CHF | 494,173 CHF | 85.11% | 85.11% |