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 | 0.79% | 111.90 CHF | 112.79 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 672,312 CHF | 677,645 CHF | 100.00% | 100.00% |
15/05/2024 | 0.79% | 111.53 CHF | 112.42 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 666,249 CHF | 671,533 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 110.32 CHF | 111.20 CHF | 6,000 | 5,675 | 6,000 | 5,911 | 659,313 CHF | 654,670 CHF | 100.00% | 100.00% |
13/05/2024 | 0.79% | 109.98 CHF | 110.85 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 660,001 CHF | 665,235 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 109.99 CHF | 110.86 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 659,264 CHF | 664,493 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 108.58 CHF | 109.44 CHF | 6,000 | 6,000 | 6,000 | 5,998 | 651,457 CHF | 656,393 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 108.26 CHF | 109.12 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 647,357 CHF | 652,492 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 106.44 CHF | 107.28 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 639,039 CHF | 644,108 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 105.81 CHF | 106.65 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 634,338 CHF | 639,369 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 104.78 CHF | 105.61 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 631,099 CHF | 636,104 CHF | 100.00% | 100.00% |