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% | 1,050.00 CHF | 1,055.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,620,000 CHF | 4,642,000 CHF | 99.73% | 99.73% |
15/05/2024 | 0.48% | 1,055.00 CHF | 1,060.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,620,520 CHF | 4,642,520 CHF | 98.05% | 98.05% |
14/05/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,620,000 CHF | 4,642,000 CHF | 98.86% | 98.86% |
13/05/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,619,940 CHF | 4,642,000 CHF | 99.66% | 99.66% |
10/05/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,620,000 CHF | 4,642,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,597,840 CHF | 4,619,840 CHF | 97.57% | 97.57% |
07/05/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,570,470 CHF | 4,592,470 CHF | 99.58% | 99.58% |
06/05/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,400 | 4,400 | 4,400 | 4,395 | 4,551,190 CHF | 4,568,180 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 1,030.00 CHF | 1,034.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,527,990 CHF | 4,546,450 CHF | 99.83% | 99.83% |
02/05/2024 | 0.39% | 1,024.00 CHF | 1,028.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,515,200 CHF | 4,532,350 CHF | 100.00% | 100.00% |