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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/06/2024 | 0.70% | 107.10 CHF | 107.85 CHF | 931 | 925 | 934 | 927 | 99,734 CHF | 99,735 CHF | 99.99% | 99.99% |
04/06/2024 | 0.70% | 105.53 CHF | 106.27 CHF | 945 | 938 | 940 | 934 | 99,728 CHF | 99,734 CHF | 99.99% | 99.99% |
03/06/2024 | 0.70% | 106.57 CHF | 107.32 CHF | 936 | 929 | 928 | 922 | 99,734 CHF | 99,737 CHF | 99.97% | 99.97% |
31/05/2024 | 0.70% | 106.34 CHF | 107.09 CHF | 938 | 931 | 933 | 927 | 99,733 CHF | 99,736 CHF | 98.22% | 98.22% |
30/05/2024 | 0.70% | 106.89 CHF | 107.64 CHF | 933 | 927 | 923 | 917 | 99,735 CHF | 99,741 CHF | 97.12% | 97.12% |
29/05/2024 | 0.72% | 110.72 CHF | 111.50 CHF | 901 | 895 | 993 | 992 | 109,893 CHF | 110,635 CHF | 100.00% | 100.00% |
28/05/2024 | 0.71% | 111.20 CHF | 112.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 111,552 CHF | 112,352 CHF | 99.96% | 99.96% |
27/05/2024 | 0.72% | 111.60 CHF | 112.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 111,428 CHF | 112,228 CHF | 99.45% | 99.45% |
24/05/2024 | 0.72% | 111.60 CHF | 112.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 111,330 CHF | 112,130 CHF | 99.70% | 99.70% |
23/05/2024 | 0.71% | 112.00 CHF | 112.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 112,427 CHF | 113,227 CHF | 99.03% | 99.03% |