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% | 2.21 CHF | 2.22 CHF | 750,000 | 750,000 | 749,405 | 749,405 | 1,785,020 CHF | 1,792,520 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 750,000 | 750,000 | 748,397 | 748,397 | 1,795,830 CHF | 1,803,330 CHF | 99.53% | 99.53% |
14/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 750,000 | 750,000 | 749,889 | 749,889 | 1,647,570 CHF | 1,655,070 CHF | 99.83% | 99.83% |
13/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 1,695,810 CHF | 1,703,310 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 1,791,800 CHF | 1,799,300 CHF | 99.99% | 99.99% |
08/05/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 750,000 | 750,000 | 749,837 | 749,836 | 1,358,550 CHF | 1,366,050 CHF | 99.45% | 99.45% |
07/05/2024 | 0.69% | 1.72 CHF | 1.73 CHF | 750,000 | 750,000 | 749,570 | 749,562 | 1,090,260 CHF | 1,097,750 CHF | 100.00% | 100.00% |
06/05/2024 | 0.90% | 1.19 CHF | 1.20 CHF | 750,000 | 750,000 | 749,898 | 749,830 | 833,965 CHF | 841,410 CHF | 99.72% | 99.72% |
03/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 643,382 CHF | 650,882 CHF | 99.43% | 99.43% |
02/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 577,974 CHF | 585,474 CHF | 99.57% | 99.57% |