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 | 0.46% | 107.80 CHF | 108.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,696,040 CHF | 2,708,540 CHF | 99.38% | 99.38% |
15/05/2024 | 0.47% | 107.80 CHF | 108.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,679,190 CHF | 2,691,690 CHF | 98.35% | 98.35% |
14/05/2024 | 0.46% | 107.20 CHF | 107.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,684,350 CHF | 2,696,850 CHF | 99.38% | 99.38% |
13/05/2024 | 0.47% | 107.10 CHF | 107.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,681,220 CHF | 2,693,720 CHF | 98.95% | 98.95% |
10/05/2024 | 0.47% | 107.00 CHF | 107.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,667,570 CHF | 2,680,070 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 105.70 CHF | 106.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,621,530 CHF | 2,634,030 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 103.10 CHF | 103.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,555,490 CHF | 2,567,990 CHF | 94.78% | 94.78% |
06/05/2024 | 0.48% | 101.80 CHF | 102.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,583,310 CHF | 2,595,810 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 102.30 CHF | 102.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,566,170 CHF | 2,578,670 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 102.00 CHF | 102.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,552,850 CHF | 2,565,350 CHF | 99.38% | 99.38% |