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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.80% | 1,252.12 CHF | 1,262.18 CHF | 200 | 100 | 200 | 100 | 250,469 CHF | 126,240 CHF | 100.00% | 100.00% |
24/05/2024 | 0.80% | 1,250.61 CHF | 1,260.66 CHF | 200 | 100 | 200 | 100 | 249,466 CHF | 125,735 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 1,252.26 CHF | 1,262.32 CHF | 192 | 100 | 192 | 100 | 240,786 CHF | 126,409 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 1,251.29 CHF | 1,261.34 CHF | 200 | 100 | 200 | 100 | 249,612 CHF | 125,809 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 1,248.34 CHF | 1,258.37 CHF | 200 | 100 | 200 | 100 | 249,483 CHF | 125,743 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 1,247.45 CHF | 1,257.47 CHF | 200 | 80 | 200 | 85 | 249,258 CHF | 106,444 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 1,252.49 CHF | 1,262.55 CHF | 200 | 100 | 200 | 100 | 250,660 CHF | 126,337 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 1,252.03 CHF | 1,262.09 CHF | 200 | 100 | 200 | 100 | 249,564 CHF | 125,784 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 1,248.00 CHF | 1,258.02 CHF | 200 | 100 | 200 | 100 | 248,681 CHF | 125,339 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 1,236.79 CHF | 1,246.72 CHF | 200 | 100 | 200 | 100 | 247,976 CHF | 124,984 CHF | 100.00% | 100.00% |