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% | 80.30 CHF | 80.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,022,030 CHF | 2,032,030 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 81.10 CHF | 81.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,011,440 CHF | 2,021,440 CHF | 98.34% | 98.34% |
14/05/2024 | 0.50% | 80.10 CHF | 80.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,990,720 CHF | 2,000,720 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 79.90 CHF | 80.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,004,820 CHF | 2,014,820 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 80.10 CHF | 80.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,999,380 CHF | 2,009,380 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 78.75 CHF | 79.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,972,420 CHF | 1,982,420 CHF | 99.36% | 99.36% |
07/05/2024 | 0.51% | 78.40 CHF | 78.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,953,080 CHF | 1,963,080 CHF | 94.75% | 94.75% |
06/05/2024 | 0.51% | 78.20 CHF | 78.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,945,870 CHF | 1,955,870 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 77.45 CHF | 77.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,927,280 CHF | 1,937,280 CHF | 99.34% | 99.34% |
02/05/2024 | 0.52% | 76.55 CHF | 76.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,913,880 CHF | 1,923,880 CHF | 99.37% | 99.37% |