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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.17% | 381.80 CHF | 382.00 CHF | 700 | 700 | 406 | 406 | 153,279 CHF | 153,497 CHF | 99.93% | 99.93% |
21/05/2024 | 0.19% | 371.60 CHF | 371.80 CHF | 800 | 800 | 430 | 430 | 156,981 CHF | 157,220 CHF | 99.74% | 99.74% |
17/05/2024 | 0.19% | 339.80 CHF | 340.00 CHF | 800 | 800 | 482 | 482 | 167,005 CHF | 167,287 CHF | 98.75% | 98.75% |
16/05/2024 | 0.19% | 351.40 CHF | 351.60 CHF | 800 | 800 | 423 | 423 | 148,828 CHF | 149,070 CHF | 97.10% | 97.10% |
15/05/2024 | 0.20% | 343.40 CHF | 343.60 CHF | 800 | 800 | 502 | 502 | 166,678 CHF | 166,975 CHF | 99.69% | 99.69% |
14/05/2024 | 0.21% | 324.60 CHF | 324.80 CHF | 900 | 900 | 533 | 533 | 171,174 CHF | 171,477 CHF | 95.56% | 95.56% |
13/05/2024 | 0.20% | 321.20 CHF | 321.40 CHF | 900 | 900 | 497 | 497 | 163,184 CHF | 163,465 CHF | 99.72% | 99.72% |
10/05/2024 | 0.21% | 320.20 CHF | 320.40 CHF | 900 | 900 | 528 | 528 | 169,745 CHF | 170,050 CHF | 99.99% | 99.99% |
08/05/2024 | 0.17% | 315.80 CHF | 316.00 CHF | 900 | 900 | 521 | 521 | 162,496 CHF | 162,733 CHF | 99.14% | 99.14% |
07/05/2024 | 0.21% | 318.60 CHF | 318.80 CHF | 900 | 900 | 530 | 530 | 169,625 CHF | 169,931 CHF | 99.59% | 99.59% |