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 | 0.50% | 98.80 CHF | 99.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,477,560 CHF | 2,490,060 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.80 CHF | 100.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,489,820 CHF | 2,502,300 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.90 CHF | 100.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,484,400 CHF | 2,496,880 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.15 CHF | 99.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,475,230 CHF | 2,487,730 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.70 CHF | 99.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,451,930 CHF | 2,464,430 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 96.65 CHF | 97.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,417,430 CHF | 2,429,930 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 95.70 CHF | 96.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,381,480 CHF | 2,393,810 CHF | 94.73% | 94.73% |
06/05/2024 | 0.49% | 94.25 CHF | 94.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,365,370 CHF | 2,377,000 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 94.15 CHF | 94.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,365,830 CHF | 2,377,520 CHF | 99.36% | 99.36% |
02/05/2024 | 0.52% | 94.95 CHF | 95.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,377,980 CHF | 2,390,390 CHF | 99.37% | 99.37% |