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 | 0.51% | 97.85 CHF | 98.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,452,230 CHF | 2,464,730 CHF | 99.39% | 99.39% |
15/05/2024 | 0.51% | 98.65 CHF | 99.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,463,240 CHF | 2,475,740 CHF | 98.34% | 98.34% |
14/05/2024 | 0.51% | 98.80 CHF | 99.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,457,850 CHF | 2,470,350 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.10 CHF | 98.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,449,490 CHF | 2,461,990 CHF | 98.95% | 98.95% |
10/05/2024 | 0.51% | 97.75 CHF | 98.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,429,450 CHF | 2,441,950 CHF | 99.38% | 99.38% |
08/05/2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,400,820 CHF | 2,413,320 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 95.20 CHF | 95.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,370,920 CHF | 2,383,050 CHF | 94.77% | 94.77% |
06/05/2024 | 0.48% | 94.00 CHF | 94.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,358,480 CHF | 2,369,730 CHF | 99.37% | 99.37% |
03/05/2024 | 0.48% | 93.90 CHF | 94.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,359,520 CHF | 2,370,770 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 94.65 CHF | 95.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,369,470 CHF | 2,381,450 CHF | 99.38% | 99.38% |