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 | 0.45% | 2.08 CHF | 2.09 CHF | 540,000 | 540,000 | 539,264 | 539,264 | 1,207,340 CHF | 1,212,740 CHF | 100.00% | 100.00% |
15/05/2024 | 0.51% | 2.40 CHF | 2.41 CHF | 560,000 | 560,000 | 538,087 | 538,087 | 1,235,390 CHF | 1,240,900 CHF | 99.56% | 99.56% |
14/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,193,070 CHF | 1,198,670 CHF | 99.83% | 99.83% |
13/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,223,060 CHF | 1,228,660 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 1,304,620 CHF | 1,310,320 CHF | 100.00% | 100.00% |
08/05/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 600,000 | 600,000 | 599,912 | 599,912 | 1,082,120 CHF | 1,088,120 CHF | 99.44% | 99.44% |
07/05/2024 | 0.67% | 1.73 CHF | 1.74 CHF | 670,000 | 670,000 | 669,367 | 669,367 | 1,007,880 CHF | 1,014,580 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 919,083 CHF | 926,583 CHF | 99.72% | 99.72% |
03/05/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 800,000 | 800,000 | 789,862 | 789,862 | 837,136 CHF | 845,102 CHF | 99.26% | 99.26% |
02/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 790,000 | 790,000 | 790,000 | 790,000 | 807,717 CHF | 815,617 CHF | 98.89% | 98.89% |