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 | 0.47% | 105.60 CHF | 106.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,638,300 CHF | 2,650,800 CHF | 99.38% | 99.38% |
15/05/2024 | 0.48% | 105.60 CHF | 106.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,623,960 CHF | 2,636,460 CHF | 98.35% | 98.35% |
14/05/2024 | 0.47% | 105.10 CHF | 105.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,631,430 CHF | 2,643,930 CHF | 99.37% | 99.37% |
13/05/2024 | 0.47% | 105.00 CHF | 105.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,629,280 CHF | 2,641,780 CHF | 98.94% | 98.94% |
10/05/2024 | 0.48% | 105.10 CHF | 105.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,619,420 CHF | 2,631,920 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,585,100 CHF | 2,597,600 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 102.20 CHF | 102.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,541,020 CHF | 2,553,520 CHF | 94.77% | 94.77% |
06/05/2024 | 0.49% | 101.40 CHF | 101.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,560,700 CHF | 2,573,200 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.70 CHF | 102.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,550,650 CHF | 2,563,150 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.60 CHF | 102.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,543,480 CHF | 2,555,980 CHF | 99.38% | 99.38% |