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 | 0.51% | 97.15 CHF | 97.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,430,040 CHF | 2,442,540 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 97.05 CHF | 97.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,399,720 CHF | 2,412,220 CHF | 98.35% | 98.35% |
14/05/2024 | 0.52% | 96.20 CHF | 96.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,412,960 CHF | 2,425,460 CHF | 99.36% | 99.36% |
13/05/2024 | 0.52% | 96.20 CHF | 96.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,413,860 CHF | 2,426,360 CHF | 98.95% | 98.95% |
10/05/2024 | 0.52% | 96.60 CHF | 97.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,402,320 CHF | 2,414,820 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 95.00 CHF | 95.50 CHF | 25,000 | 25,000 | 24,999 | 25,000 | 2,351,190 CHF | 2,362,750 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 92.50 CHF | 92.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,296,200 CHF | 2,307,450 CHF | 94.78% | 94.78% |
06/05/2024 | 0.48% | 91.65 CHF | 92.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,321,160 CHF | 2,332,410 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 92.15 CHF | 92.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,311,840 CHF | 2,323,090 CHF | 99.33% | 99.33% |
02/05/2024 | 0.49% | 92.05 CHF | 92.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,303,640 CHF | 2,314,890 CHF | 99.38% | 99.38% |