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 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,401,880 CHF | 2,414,380 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 95.95 CHF | 96.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,371,830 CHF | 2,383,650 CHF | 98.35% | 98.35% |
14/05/2024 | 0.52% | 95.05 CHF | 95.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,385,090 CHF | 2,397,590 CHF | 99.35% | 99.35% |
13/05/2024 | 0.52% | 95.10 CHF | 95.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,386,180 CHF | 2,398,680 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 95.45 CHF | 95.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,373,550 CHF | 2,385,770 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 93.85 CHF | 94.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,321,800 CHF | 2,333,050 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 91.25 CHF | 91.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,264,250 CHF | 2,275,500 CHF | 94.77% | 94.77% |
06/05/2024 | 0.49% | 90.40 CHF | 90.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,288,560 CHF | 2,299,810 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 90.80 CHF | 91.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,279,210 CHF | 2,290,460 CHF | 99.32% | 99.32% |
02/05/2024 | 0.49% | 90.70 CHF | 91.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,270,760 CHF | 2,282,010 CHF | 99.37% | 99.37% |