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% | 92.12 CHF | 92.85 CHF | 800 | 800 | 800 | 800 | 73,754 CHF | 74,339 CHF | 100.00% | 100.00% |
15/05/2024 | 0.79% | 91.98 CHF | 92.70 CHF | 800 | 800 | 800 | 800 | 73,204 CHF | 73,785 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 91.15 CHF | 91.88 CHF | 800 | 800 | 800 | 800 | 73,051 CHF | 73,630 CHF | 100.00% | 100.00% |
13/05/2024 | 0.79% | 91.27 CHF | 92.00 CHF | 800 | 800 | 800 | 800 | 72,740 CHF | 73,317 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 90.86 CHF | 91.58 CHF | 800 | 800 | 800 | 800 | 72,555 CHF | 73,131 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 90.18 CHF | 90.90 CHF | 800 | 800 | 800 | 800 | 72,000 CHF | 72,571 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 89.94 CHF | 90.65 CHF | 800 | 800 | 800 | 800 | 71,852 CHF | 72,422 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 89.30 CHF | 90.01 CHF | 800 | 800 | 800 | 800 | 71,586 CHF | 72,154 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 89.22 CHF | 89.93 CHF | 800 | 800 | 800 | 800 | 71,280 CHF | 71,845 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 89.30 CHF | 90.00 CHF | 800 | 800 | 800 | 800 | 71,370 CHF | 71,936 CHF | 100.00% | 100.00% |