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 | 0.54% | 1,100.00 CHF | 1,106.00 CHF | 500 | 500 | 500 | 500 | 549,852 CHF | 552,852 CHF | 99.15% | 99.15% |
15/05/2024 | 0.46% | 1,095.00 CHF | 1,100.00 CHF | 500 | 500 | 500 | 500 | 545,882 CHF | 548,382 CHF | 99.38% | 99.38% |
14/05/2024 | 0.46% | 1,089.00 CHF | 1,094.00 CHF | 500 | 500 | 500 | 500 | 542,833 CHF | 545,333 CHF | 99.38% | 99.38% |
13/05/2024 | 0.46% | 1,086.00 CHF | 1,091.00 CHF | 500 | 500 | 500 | 500 | 542,212 CHF | 544,712 CHF | 98.82% | 98.82% |
10/05/2024 | 0.46% | 1,083.00 CHF | 1,088.00 CHF | 500 | 500 | 500 | 500 | 540,217 CHF | 542,717 CHF | 99.38% | 99.38% |
08/05/2024 | 0.47% | 1,072.00 CHF | 1,077.00 CHF | 500 | 500 | 500 | 500 | 535,577 CHF | 538,077 CHF | 99.38% | 99.38% |
07/05/2024 | 0.47% | 1,067.00 CHF | 1,072.00 CHF | 500 | 500 | 500 | 500 | 531,470 CHF | 533,970 CHF | 97.38% | 97.38% |
06/05/2024 | 0.47% | 1,054.00 CHF | 1,059.00 CHF | 500 | 500 | 500 | 500 | 527,451 CHF | 529,951 CHF | 99.38% | 99.38% |
03/05/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 500 | 500 | 500 | 500 | 524,978 CHF | 527,478 CHF | 99.38% | 99.38% |
02/05/2024 | 0.48% | 1,047.00 CHF | 1,052.00 CHF | 500 | 500 | 500 | 500 | 524,633 CHF | 527,133 CHF | 99.32% | 99.32% |