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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.51% | 96.60 CHF | 97.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,426,930 CHF | 2,439,430 CHF | 99.37% | 99.37% |
28/05/2024 | 0.51% | 97.30 CHF | 97.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,443,280 CHF | 2,455,780 CHF | 99.37% | 99.37% |
27/05/2024 | 0.51% | 98.30 CHF | 98.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,455,220 CHF | 2,467,720 CHF | 99.38% | 99.38% |
24/05/2024 | 0.51% | 98.05 CHF | 98.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,445,530 CHF | 2,458,030 CHF | 99.34% | 99.34% |
23/05/2024 | 0.50% | 99.60 CHF | 100.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,490,050 CHF | 2,502,540 CHF | 99.37% | 99.37% |
22/05/2024 | 0.50% | 99.45 CHF | 99.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,488,200 CHF | 2,500,700 CHF | 99.38% | 99.38% |
21/05/2024 | 0.50% | 100.00 CHF | 100.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,495,520 CHF | 2,508,030 CHF | 99.24% | 99.24% |
17/05/2024 | 0.50% | 99.50 CHF | 100.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,494,800 CHF | 2,507,310 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 98.80 CHF | 99.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,477,560 CHF | 2,490,060 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.80 CHF | 100.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,489,820 CHF | 2,502,300 CHF | 98.35% | 98.35% |