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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.26% | 449.42 CHF | 450.59 CHF | 800 | 800 | 800 | 800 | 359,738 CHF | 360,674 CHF | 98.26% | 98.26% |
07/05/2024 | 0.26% | 449.42 CHF | 450.59 CHF | 800 | 800 | 800 | 800 | 359,358 CHF | 360,294 CHF | 99.58% | 99.58% |
06/05/2024 | 0.45% | 447.00 CHF | 449.00 CHF | 800 | 800 | 800 | 800 | 357,916 CHF | 359,516 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 446.50 CHF | 448.50 CHF | 800 | 800 | 814 | 814 | 363,420 CHF | 364,864 CHF | 99.98% | 99.98% |
02/05/2024 | 0.26% | 445.92 CHF | 447.09 CHF | 900 | 900 | 900 | 900 | 401,163 CHF | 402,216 CHF | 100.00% | 100.00% |
30/04/2024 | 0.26% | 445.92 CHF | 447.09 CHF | 900 | 900 | 868 | 868 | 387,338 CHF | 388,356 CHF | 100.00% | 100.00% |
29/04/2024 | 0.26% | 446.42 CHF | 447.59 CHF | 800 | 800 | 825 | 825 | 368,458 CHF | 369,424 CHF | 100.00% | 100.00% |
26/04/2024 | 0.26% | 445.92 CHF | 447.09 CHF | 900 | 900 | 899 | 899 | 400,599 CHF | 401,653 CHF | 99.68% | 99.68% |
25/04/2024 | 0.26% | 443.42 CHF | 444.59 CHF | 900 | 900 | 900 | 900 | 399,435 CHF | 400,489 CHF | 99.98% | 99.98% |
24/04/2024 | 0.26% | 444.42 CHF | 445.59 CHF | 900 | 900 | 900 | 900 | 400,331 CHF | 401,384 CHF | 99.78% | 99.78% |