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% | 97.95 CHF | 98.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,445,500 CHF | 2,458,000 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 97.85 CHF | 98.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,424,850 CHF | 2,437,350 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 97.15 CHF | 97.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,435,080 CHF | 2,447,580 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 97.15 CHF | 97.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,434,490 CHF | 2,446,990 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 97.25 CHF | 97.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,422,730 CHF | 2,435,230 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,379,630 CHF | 2,391,980 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 93.80 CHF | 94.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,331,010 CHF | 2,342,260 CHF | 94.74% | 94.74% |
06/05/2024 | 0.48% | 93.10 CHF | 93.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,353,700 CHF | 2,364,950 CHF | 99.37% | 99.37% |
03/05/2024 | 0.48% | 93.40 CHF | 93.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,344,150 CHF | 2,355,400 CHF | 99.38% | 99.38% |
02/05/2024 | 0.48% | 93.40 CHF | 93.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,336,670 CHF | 2,347,920 CHF | 99.37% | 99.37% |