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 | 0.49% | 94.45 CHF | 94.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,367,660 CHF | 2,379,290 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 95.30 CHF | 95.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,379,020 CHF | 2,391,520 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 95.35 CHF | 95.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,372,190 CHF | 2,384,370 CHF | 99.38% | 99.38% |
13/05/2024 | 0.48% | 94.70 CHF | 95.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,365,570 CHF | 2,376,970 CHF | 98.94% | 98.94% |
10/05/2024 | 0.48% | 94.25 CHF | 94.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,344,910 CHF | 2,356,160 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 92.65 CHF | 93.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,317,400 CHF | 2,328,650 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 92.05 CHF | 92.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,286,690 CHF | 2,297,940 CHF | 94.75% | 94.75% |
06/05/2024 | 0.49% | 90.35 CHF | 90.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,268,490 CHF | 2,279,740 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 90.20 CHF | 90.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,267,530 CHF | 2,278,780 CHF | 99.36% | 99.36% |
02/05/2024 | 0.49% | 90.95 CHF | 91.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,277,900 CHF | 2,289,150 CHF | 99.37% | 99.37% |