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 | 0.52% | 115.40 CHF | 116.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,896,130 CHF | 2,911,130 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 117.20 CHF | 117.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,920,300 CHF | 2,935,300 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 117.30 CHF | 117.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,909,080 CHF | 2,924,080 CHF | 99.37% | 99.37% |
13/05/2024 | 0.52% | 115.90 CHF | 116.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,893,030 CHF | 2,908,030 CHF | 98.95% | 98.95% |
10/05/2024 | 0.52% | 115.10 CHF | 115.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,849,980 CHF | 2,864,980 CHF | 99.37% | 99.37% |
08/05/2024 | 0.54% | 111.50 CHF | 112.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,786,890 CHF | 2,801,890 CHF | 99.36% | 99.36% |
07/05/2024 | 0.46% | 109.70 CHF | 110.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,721,390 CHF | 2,733,910 CHF | 94.70% | 94.70% |
06/05/2024 | 0.46% | 106.80 CHF | 107.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,690,580 CHF | 2,703,080 CHF | 99.37% | 99.37% |
03/05/2024 | 0.46% | 106.60 CHF | 107.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,691,900 CHF | 2,704,400 CHF | 99.36% | 99.36% |
02/05/2024 | 0.46% | 108.30 CHF | 108.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,715,130 CHF | 2,727,630 CHF | 99.38% | 99.38% |