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 | 0.33% | 2.94 CHF | 2.95 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,790,930 CHF | 449,233 CHF | 99.30% | 99.30% |
15/05/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,795,850 CHF | 450,462 CHF | 99.30% | 99.30% |
14/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,739,080 CHF | 436,269 CHF | 99.29% | 99.29% |
13/05/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,724,050 CHF | 432,511 CHF | 98.73% | 98.73% |
10/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,691,140 CHF | 424,285 CHF | 99.30% | 99.30% |
08/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,578,770 CHF | 396,194 CHF | 99.30% | 99.30% |
07/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,448,290 CHF | 363,572 CHF | 98.08% | 98.08% |
06/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,413,850 CHF | 354,963 CHF | 99.31% | 99.31% |
03/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,363,710 CHF | 342,426 CHF | 99.27% | 99.27% |
02/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 1,366,960 CHF | 343,239 CHF | 99.28% | 99.28% |