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 | 0.51% | 98.30 CHF | 98.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,462,560 CHF | 2,475,060 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 98.95 CHF | 99.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,471,190 CHF | 2,483,690 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 99.05 CHF | 99.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,466,710 CHF | 2,479,210 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.45 CHF | 98.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,458,720 CHF | 2,471,220 CHF | 98.95% | 98.95% |
10/05/2024 | 0.51% | 98.10 CHF | 98.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,441,150 CHF | 2,453,650 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 96.55 CHF | 97.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,415,090 CHF | 2,427,590 CHF | 99.37% | 99.37% |
07/05/2024 | 0.52% | 95.95 CHF | 96.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,391,090 CHF | 2,403,590 CHF | 94.77% | 94.77% |
06/05/2024 | 0.52% | 94.95 CHF | 95.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,380,730 CHF | 2,393,230 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 94.95 CHF | 95.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,381,480 CHF | 2,393,980 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 95.40 CHF | 95.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,389,340 CHF | 2,401,840 CHF | 99.38% | 99.38% |