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 | 0.49% | 142.40 CHF | 143.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 710,838 CHF | 714,338 CHF | 99.21% | 99.21% |
16/05/2024 | 0.52% | 135.00 CHF | 135.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 668,215 CHF | 671,715 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 134.40 CHF | 135.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 666,149 CHF | 669,649 CHF | 99.37% | 99.37% |
14/05/2024 | 0.52% | 133.70 CHF | 134.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 667,162 CHF | 670,662 CHF | 99.36% | 99.36% |
13/05/2024 | 0.53% | 132.30 CHF | 133.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 662,696 CHF | 666,196 CHF | 98.65% | 98.65% |
10/05/2024 | 0.53% | 132.80 CHF | 133.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 664,857 CHF | 668,357 CHF | 99.36% | 99.36% |
08/05/2024 | 0.53% | 130.60 CHF | 131.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 650,764 CHF | 654,245 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 130.40 CHF | 131.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 647,320 CHF | 650,482 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 129.40 CHF | 130.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 648,390 CHF | 651,581 CHF | 99.37% | 99.37% |
03/05/2024 | 0.47% | 128.80 CHF | 129.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 643,127 CHF | 646,129 CHF | 99.34% | 99.34% |