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 | 0.64% | 780.65 CHF | 785.65 CHF | 500 | 500 | 500 | 500 | 390,470 CHF | 392,970 CHF | 100.00% | 100.00% |
15/05/2024 | 0.64% | 779.43 CHF | 784.43 CHF | 500 | 500 | 500 | 500 | 388,728 CHF | 391,228 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 776.16 CHF | 781.16 CHF | 500 | 500 | 500 | 500 | 387,831 CHF | 390,331 CHF | 100.00% | 100.00% |
13/05/2024 | 0.65% | 773.87 CHF | 778.87 CHF | 500 | 500 | 500 | 500 | 386,053 CHF | 388,553 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 773.53 CHF | 778.53 CHF | 500 | 500 | 500 | 500 | 386,343 CHF | 388,843 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 773.32 CHF | 778.32 CHF | 500 | 500 | 500 | 500 | 386,810 CHF | 389,310 CHF | 100.00% | 100.00% |
07/05/2024 | 0.65% | 770.97 CHF | 775.97 CHF | 500 | 500 | 500 | 500 | 386,136 CHF | 388,636 CHF | 100.00% | 100.00% |
06/05/2024 | 0.64% | 773.69 CHF | 778.69 CHF | 500 | 500 | 500 | 500 | 387,309 CHF | 389,809 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 773.68 CHF | 778.68 CHF | 500 | 500 | 500 | 500 | 388,089 CHF | 390,589 CHF | 100.00% | 100.00% |
02/05/2024 | 0.64% | 776.45 CHF | 781.45 CHF | 500 | 500 | 500 | 500 | 387,957 CHF | 390,457 CHF | 100.00% | 100.00% |