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 | 0.53% | 565.50 CHF | 568.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,832,660 CHF | 854,299 CHF | 99.38% | 99.38% |
15/05/2024 | 0.53% | 566.00 CHF | 569.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,804,490 CHF | 845,847 CHF | 98.35% | 98.35% |
14/05/2024 | 0.54% | 555.50 CHF | 558.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,754,450 CHF | 830,825 CHF | 99.37% | 99.37% |
13/05/2024 | 0.54% | 550.00 CHF | 553.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,761,860 CHF | 833,057 CHF | 98.95% | 98.95% |
10/05/2024 | 0.54% | 551.50 CHF | 554.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,761,490 CHF | 832,948 CHF | 99.38% | 99.38% |
08/05/2024 | 0.54% | 551.00 CHF | 554.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,758,650 CHF | 832,082 CHF | 99.37% | 99.37% |
07/05/2024 | 0.48% | 546.50 CHF | 549.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,729,110 CHF | 822,643 CHF | 94.77% | 94.77% |
06/05/2024 | 0.48% | 523.00 CHF | 525.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,608,360 CHF | 786,258 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 517.00 CHF | 519.50 CHF | 5,000 | 1,500 | 3,052 | 1,500 | 1,569,470 CHF | 772,457 CHF | 99.36% | 99.36% |
02/05/2024 | 0.49% | 503.50 CHF | 506.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 756,251 CHF | 760,001 CHF | 99.37% | 99.37% |