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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.19% | 447.00 CHF | 447.40 CHF | 600 | 600 | 309 | 309 | 139,249 CHF | 139,480 CHF | 98.84% | 98.84% |
16/05/2024 | 0.18% | 465.80 CHF | 466.20 CHF | 600 | 600 | 305 | 305 | 144,709 CHF | 144,940 CHF | 94.70% | 94.70% |
15/05/2024 | 0.19% | 459.40 CHF | 459.80 CHF | 600 | 600 | 306 | 306 | 139,530 CHF | 139,758 CHF | 99.87% | 99.87% |
14/05/2024 | 0.20% | 452.00 CHF | 452.40 CHF | 600 | 600 | 326 | 326 | 141,373 CHF | 141,612 CHF | 96.17% | 96.17% |
13/05/2024 | 0.19% | 436.00 CHF | 436.40 CHF | 600 | 600 | 310 | 310 | 140,831 CHF | 141,063 CHF | 99.81% | 99.81% |
10/05/2024 | 0.18% | 454.40 CHF | 454.80 CHF | 600 | 600 | 309 | 309 | 145,596 CHF | 145,827 CHF | 99.99% | 99.99% |
08/05/2024 | 0.20% | 468.60 CHF | 469.00 CHF | 600 | 600 | 307 | 307 | 138,059 CHF | 138,290 CHF | 99.02% | 99.02% |
07/05/2024 | 0.20% | 440.60 CHF | 441.00 CHF | 700 | 700 | 332 | 332 | 142,379 CHF | 142,618 CHF | 99.66% | 99.66% |
06/05/2024 | 0.18% | 409.40 CHF | 409.80 CHF | 700 | 700 | 331 | 331 | 131,982 CHF | 132,186 CHF | 99.58% | 99.58% |
03/05/2024 | 0.20% | 381.60 CHF | 382.00 CHF | 800 | 800 | 352 | 352 | 129,519 CHF | 129,731 CHF | 99.05% | 99.05% |