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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.80% | 125.00 CHF | 126.00 CHF | 15,000 | 3,000 | 15,000 | 3,000 | 1,877,370 CHF | 378,474 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 125.50 CHF | 126.50 CHF | 15,000 | 3,000 | 14,953 | 2,991 | 1,875,360 CHF | 378,064 CHF | 96.57% | 96.57% |
17/05/2024 | 0.63% | 125.61 CHF | 126.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,884,060 CHF | 1,895,890 CHF | 100.00% | 100.00% |
16/05/2024 | 0.63% | 125.11 CHF | 125.90 CHF | 15,000 | 15,000 | 14,984 | 14,984 | 1,875,650 CHF | 1,887,470 CHF | 99.90% | 99.90% |
15/05/2024 | 0.80% | 125.00 CHF | 126.00 CHF | 15,000 | 15,000 | 14,950 | 14,950 | 1,864,950 CHF | 1,879,910 CHF | 98.61% | 98.61% |
14/05/2024 | 0.47% | 124.50 CHF | 125.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,870,180 CHF | 1,879,060 CHF | 98.85% | 98.85% |
13/05/2024 | 0.44% | 124.50 CHF | 125.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,872,300 CHF | 1,880,470 CHF | 99.66% | 99.66% |
10/05/2024 | 0.40% | 124.50 CHF | 125.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,867,340 CHF | 1,874,840 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 123.50 CHF | 124.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 1,847,320 CHF | 1,854,820 CHF | 97.42% | 97.42% |
07/05/2024 | 0.41% | 122.50 CHF | 123.00 CHF | 15,000 | 15,000 | 14,998 | 14,998 | 1,828,740 CHF | 1,836,240 CHF | 99.77% | 99.77% |