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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,758,660 CHF | 4,781,160 CHF | 98.05% | 98.05% |
14/05/2024 | 0.47% | 1,055.00 CHF | 1,060.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,741,140 CHF | 4,763,640 CHF | 98.85% | 98.85% |
13/05/2024 | 0.47% | 1,055.00 CHF | 1,060.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,747,500 CHF | 4,770,000 CHF | 99.66% | 99.66% |
10/05/2024 | 0.47% | 1,050.00 CHF | 1,055.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,728,980 CHF | 4,751,480 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,702,500 CHF | 4,725,000 CHF | 97.57% | 97.57% |
07/05/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,685,830 CHF | 4,708,330 CHF | 99.58% | 99.58% |
06/05/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,665,120 CHF | 4,687,620 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,651,410 CHF | 4,673,880 CHF | 99.83% | 99.83% |
02/05/2024 | 0.40% | 1,028.00 CHF | 1,032.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,634,240 CHF | 4,652,990 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 1,030.00 CHF | 1,034.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,650,630 CHF | 4,672,360 CHF | 99.22% | 99.22% |