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 | 1.07% | 92.87 CHF | 93.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 231,989 CHF | 234,489 CHF | 100.00% | 100.00% |
15/05/2024 | 1.06% | 93.12 CHF | 94.12 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 233,723 CHF | 236,223 CHF | 100.00% | 100.00% |
14/05/2024 | 1.06% | 93.89 CHF | 94.89 CHF | 2,500 | 2,450 | 2,500 | 2,452 | 233,890 CHF | 231,852 CHF | 100.00% | 100.00% |
13/05/2024 | 1.05% | 93.79 CHF | 94.79 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 236,068 CHF | 238,568 CHF | 100.00% | 100.00% |
10/05/2024 | 1.04% | 94.86 CHF | 95.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 238,312 CHF | 240,812 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 95.03 CHF | 96.03 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 239,615 CHF | 242,115 CHF | 100.00% | 100.00% |
07/05/2024 | 1.04% | 96.10 CHF | 97.10 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 239,507 CHF | 242,007 CHF | 100.00% | 100.00% |
06/05/2024 | 1.03% | 96.45 CHF | 97.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,080 CHF | 243,580 CHF | 100.00% | 100.00% |
03/05/2024 | 1.04% | 95.79 CHF | 96.79 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,291 CHF | 242,791 CHF | 99.36% | 99.36% |
02/05/2024 | 1.05% | 94.87 CHF | 95.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 237,426 CHF | 239,926 CHF | 100.00% | 100.00% |