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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.70% | 99.82 CHF | 100.52 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 125,030 CHF | 135,593 CHF | 99.78% | 99.78% |
13/05/2024 | 0.70% | 94.01 CHF | 94.67 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 118,997 CHF | 129,051 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 91.64 CHF | 92.29 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 120,919 CHF | 131,135 CHF | 96.66% | 96.66% |
08/05/2024 | 0.70% | 90.85 CHF | 91.49 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 118,374 CHF | 128,375 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 92.41 CHF | 93.06 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 119,780 CHF | 129,900 CHF | 100.00% | 100.00% |
06/05/2024 | 0.70% | 90.94 CHF | 91.58 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 118,494 CHF | 128,505 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 90.72 CHF | 91.36 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 115,802 CHF | 125,586 CHF | 100.00% | 100.00% |
02/05/2024 | 0.70% | 86.79 CHF | 87.40 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 113,168 CHF | 122,729 CHF | 100.00% | 100.00% |
30/04/2024 | 0.70% | 87.31 CHF | 87.93 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 114,887 CHF | 124,593 CHF | 100.00% | 100.00% |
29/04/2024 | 0.70% | 89.65 CHF | 90.28 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 114,968 CHF | 124,682 CHF | 100.00% | 100.00% |