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 | 0.46% | 2.15 CHF | 2.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,304,670 CHF | 436,891 CHF | 89.23% | 89.23% |
15/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,291,350 CHF | 432,449 CHF | 92.08% | 92.08% |
14/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,245,100 CHF | 417,032 CHF | 85.32% | 85.32% |
13/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,235,080 CHF | 413,694 CHF | 74.70% | 74.70% |
10/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,220,910 CHF | 408,971 CHF | 85.10% | 85.10% |
08/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,203,750 CHF | 403,251 CHF | 84.48% | 84.48% |
07/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,206,360 CHF | 404,121 CHF | 94.82% | 94.82% |
06/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,233,060 CHF | 413,020 CHF | 81.96% | 81.96% |
03/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,229,180 CHF | 411,725 CHF | 96.28% | 96.28% |
02/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,223,470 CHF | 409,822 CHF | 97.44% | 97.44% |