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 | 0.42% | 2.37 CHF | 2.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,434,760 CHF | 480,253 CHF | 89.24% | 89.24% |
15/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,421,010 CHF | 475,672 CHF | 92.07% | 92.07% |
14/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,374,810 CHF | 460,269 CHF | 85.35% | 85.35% |
13/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,364,860 CHF | 456,952 CHF | 74.67% | 74.67% |
10/05/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,349,970 CHF | 451,991 CHF | 85.10% | 85.10% |
08/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,332,590 CHF | 446,198 CHF | 84.47% | 84.47% |
07/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,335,290 CHF | 447,095 CHF | 94.81% | 94.81% |
06/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,361,620 CHF | 455,872 CHF | 81.95% | 81.95% |
03/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,357,660 CHF | 454,555 CHF | 96.30% | 96.30% |
02/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,352,050 CHF | 452,685 CHF | 97.46% | 97.46% |