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 | 0.49% | 721.00 CHF | 724.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 716,970 CHF | 720,470 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 708.00 CHF | 711.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 710,013 CHF | 713,513 CHF | 99.36% | 99.36% |
14/05/2024 | 0.50% | 703.00 CHF | 706.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 691,448 CHF | 694,948 CHF | 99.36% | 99.36% |
13/05/2024 | 0.50% | 697.00 CHF | 700.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 697,151 CHF | 700,651 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 696.50 CHF | 700.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 697,776 CHF | 701,276 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 680.50 CHF | 684.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 682,879 CHF | 686,379 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 683.00 CHF | 686.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 681,021 CHF | 684,521 CHF | 99.37% | 99.37% |
06/05/2024 | 0.52% | 667.00 CHF | 670.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 667,000 CHF | 670,500 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 650.50 CHF | 654.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 650,245 CHF | 653,635 CHF | 99.32% | 99.32% |
02/05/2024 | 0.47% | 637.00 CHF | 640.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 643,581 CHF | 646,615 CHF | 99.36% | 99.36% |