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 | 0.55% | 543.00 CHF | 546.00 CHF | 500 | 500 | 499 | 499 | 271,100 CHF | 272,598 CHF | 98.30% | 98.30% |
15/05/2024 | 0.37% | 543.50 CHF | 545.50 CHF | 500 | 500 | 498 | 498 | 270,856 CHF | 271,854 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 543.50 CHF | 545.50 CHF | 500 | 500 | 500 | 500 | 271,391 CHF | 272,392 CHF | 98.94% | 98.94% |
13/05/2024 | 0.55% | 542.00 CHF | 545.00 CHF | 500 | 500 | 500 | 500 | 271,055 CHF | 272,555 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 542.00 CHF | 545.00 CHF | 500 | 500 | 500 | 500 | 271,000 CHF | 272,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 542.50 CHF | 544.50 CHF | 500 | 500 | 500 | 500 | 271,250 CHF | 272,250 CHF | 98.26% | 98.26% |
07/05/2024 | 0.37% | 542.50 CHF | 544.50 CHF | 500 | 500 | 500 | 500 | 271,138 CHF | 272,138 CHF | 99.61% | 99.61% |
06/05/2024 | 0.55% | 542.00 CHF | 545.00 CHF | 500 | 500 | 500 | 500 | 270,522 CHF | 272,022 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 540.00 CHF | 543.00 CHF | 500 | 500 | 500 | 500 | 270,097 CHF | 271,467 CHF | 100.00% | 100.00% |
02/05/2024 | 0.37% | 539.50 CHF | 541.50 CHF | 500 | 500 | 500 | 500 | 270,106 CHF | 271,106 CHF | 100.00% | 100.00% |