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 | 0.42% | 237.00 CHF | 238.00 CHF | 800 | 800 | 799 | 799 | 189,715 CHF | 190,514 CHF | 100.00% | 100.00% |
15/05/2024 | 0.44% | 228.50 CHF | 229.50 CHF | 900 | 900 | 897 | 897 | 204,218 CHF | 205,116 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 225.00 CHF | 226.00 CHF | 900 | 900 | 900 | 900 | 201,474 CHF | 202,374 CHF | 98.93% | 98.93% |
13/05/2024 | 0.44% | 228.50 CHF | 229.50 CHF | 900 | 900 | 900 | 900 | 204,711 CHF | 205,611 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 226.00 CHF | 227.00 CHF | 900 | 900 | 900 | 900 | 204,078 CHF | 204,978 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 222.50 CHF | 223.50 CHF | 900 | 900 | 900 | 900 | 200,415 CHF | 201,315 CHF | 98.03% | 98.03% |
07/05/2024 | 0.45% | 222.00 CHF | 223.00 CHF | 900 | 900 | 900 | 900 | 198,655 CHF | 199,555 CHF | 99.59% | 99.59% |
06/05/2024 | 0.46% | 219.50 CHF | 220.50 CHF | 900 | 900 | 900 | 900 | 197,005 CHF | 197,905 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 217.50 CHF | 218.50 CHF | 900 | 900 | 900 | 900 | 194,493 CHF | 195,393 CHF | 100.00% | 100.00% |
02/05/2024 | 0.46% | 214.50 CHF | 215.50 CHF | 900 | 900 | 900 | 900 | 196,968 CHF | 197,868 CHF | 100.00% | 100.00% |