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 | 1.08% | 397.50 CHF | 400.50 CHF | 2,000 | 2,000 | 1,337 | 1,337 | 530,813 CHF | 536,150 CHF | 48.83% | 48.83% |
15/05/2024 | 0.90% | 396.25 CHF | 401.25 CHF | 1,000 | 1,000 | 1,708 | 1,708 | 678,257 CHF | 683,965 CHF | 72.90% | 72.90% |
14/05/2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 794,498 CHF | 800,475 CHF | 87.14% | 87.14% |
13/05/2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 794,500 CHF | 800,500 CHF | 80.44% | 80.44% |
10/05/2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 794,448 CHF | 800,447 CHF | 93.08% | 93.08% |
08/05/2024 | 0.75% | 397.00 CHF | 400.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 794,000 CHF | 800,000 CHF | 75.75% | 75.75% |
07/05/2024 | 0.75% | 396.75 CHF | 399.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 793,500 CHF | 799,500 CHF | 67.19% | 67.19% |
06/05/2024 | 0.75% | 396.50 CHF | 399.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 793,200 CHF | 799,159 CHF | 95.56% | 95.56% |
03/05/2024 | 0.75% | 396.00 CHF | 399.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 792,266 CHF | 798,247 CHF | 94.49% | 94.49% |
02/05/2024 | 0.75% | 396.00 CHF | 399.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 792,088 CHF | 798,067 CHF | 91.83% | 91.83% |