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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.59% | 500.00 CHF | 503.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 599,777 CHF | 603,346 CHF | 100.00% | 100.00% |
16/05/2024 | 0.60% | 499.00 CHF | 502.00 CHF | 1,200 | 1,200 | 1,198 | 1,198 | 597,632 CHF | 601,227 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 500.50 CHF | 502.50 CHF | 1,200 | 1,200 | 1,196 | 1,196 | 599,186 CHF | 601,574 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 499.50 CHF | 501.50 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 599,692 CHF | 602,086 CHF | 99.02% | 99.02% |
13/05/2024 | 0.60% | 501.00 CHF | 504.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 602,382 CHF | 605,982 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 498.00 CHF | 501.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 598,451 CHF | 601,922 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 494.50 CHF | 496.50 CHF | 1,300 | 1,300 | 1,259 | 1,259 | 623,282 CHF | 625,800 CHF | 98.26% | 98.26% |
07/05/2024 | 0.40% | 494.00 CHF | 496.00 CHF | 1,300 | 1,300 | 1,297 | 1,297 | 640,622 CHF | 643,217 CHF | 99.73% | 99.73% |
06/05/2024 | 0.40% | 493.00 CHF | 495.00 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 641,772 CHF | 644,372 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 491.50 CHF | 493.50 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 639,119 CHF | 641,719 CHF | 100.00% | 100.00% |