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 | 0.48% | 125.40 CHF | 126.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 623,128 CHF | 626,128 CHF | 99.37% | 99.37% |
15/05/2024 | 0.48% | 123.50 CHF | 124.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 617,746 CHF | 620,746 CHF | 99.36% | 99.36% |
14/05/2024 | 0.49% | 123.30 CHF | 123.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 613,557 CHF | 616,557 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 122.60 CHF | 123.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 613,767 CHF | 616,767 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 122.80 CHF | 123.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 614,784 CHF | 617,784 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 121.40 CHF | 122.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 606,743 CHF | 609,743 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 121.70 CHF | 122.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 608,723 CHF | 611,723 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 120.60 CHF | 121.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 602,166 CHF | 605,166 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 119.20 CHF | 119.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 601,405 CHF | 604,405 CHF | 99.36% | 99.36% |
02/05/2024 | 0.50% | 118.30 CHF | 118.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 593,978 CHF | 596,978 CHF | 99.38% | 99.38% |