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 | 0.50% | 98.90 CHF | 99.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,478,010 CHF | 2,490,510 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.80 CHF | 100.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,490,090 CHF | 2,502,590 CHF | 98.34% | 98.34% |
14/05/2024 | 0.50% | 99.90 CHF | 100.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,484,780 CHF | 2,497,280 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.15 CHF | 99.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,475,560 CHF | 2,488,060 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.70 CHF | 99.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,452,240 CHF | 2,464,740 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 96.70 CHF | 97.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,417,990 CHF | 2,430,490 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 95.80 CHF | 96.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,382,160 CHF | 2,394,490 CHF | 94.73% | 94.73% |
06/05/2024 | 0.49% | 94.25 CHF | 94.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,366,060 CHF | 2,377,760 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 94.15 CHF | 94.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,366,760 CHF | 2,378,500 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 94.90 CHF | 95.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,378,850 CHF | 2,391,290 CHF | 99.38% | 99.38% |