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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,623,730 CHF | 543,244 CHF | 88.02% | 88.02% |
22/05/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,671,320 CHF | 559,107 CHF | 79.11% | 79.11% |
21/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,660,730 CHF | 555,575 CHF | 72.41% | 72.41% |
17/05/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,692,530 CHF | 566,178 CHF | 86.71% | 86.71% |
16/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,694,920 CHF | 566,974 CHF | 89.24% | 89.24% |
15/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,681,060 CHF | 562,353 CHF | 92.07% | 92.07% |
14/05/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,634,410 CHF | 546,803 CHF | 85.33% | 85.33% |
13/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,623,850 CHF | 543,283 CHF | 74.71% | 74.71% |
10/05/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,608,860 CHF | 538,286 CHF | 85.11% | 85.11% |
08/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,591,270 CHF | 532,424 CHF | 84.48% | 84.48% |