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 | 1.03% | 155.10 CHF | 156.70 CHF | 500 | 500 | 500 | 500 | 77,411 CHF | 78,211 CHF | 100.00% | 100.00% |
15/05/2024 | 1.03% | 154.10 CHF | 155.70 CHF | 500 | 500 | 500 | 500 | 76,921 CHF | 77,721 CHF | 100.00% | 100.00% |
14/05/2024 | 1.04% | 153.20 CHF | 154.80 CHF | 500 | 500 | 500 | 500 | 76,553 CHF | 77,353 CHF | 99.97% | 99.97% |
13/05/2024 | 1.04% | 153.50 CHF | 155.10 CHF | 500 | 500 | 500 | 500 | 76,631 CHF | 77,431 CHF | 95.02% | 95.02% |
10/05/2024 | 1.04% | 153.10 CHF | 154.70 CHF | 500 | 500 | 500 | 500 | 76,644 CHF | 77,444 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 152.20 CHF | 153.80 CHF | 500 | 500 | 500 | 500 | 76,215 CHF | 77,015 CHF | 99.99% | 99.99% |
07/05/2024 | 1.04% | 152.30 CHF | 153.90 CHF | 500 | 500 | 500 | 500 | 76,222 CHF | 77,022 CHF | 100.00% | 100.00% |
06/05/2024 | 0.98% | 152.00 CHF | 153.50 CHF | 500 | 500 | 500 | 500 | 75,870 CHF | 76,620 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 149.40 CHF | 150.90 CHF | 500 | 500 | 500 | 500 | 74,544 CHF | 75,294 CHF | 100.00% | 100.00% |
02/05/2024 | 1.01% | 149.00 CHF | 150.50 CHF | 500 | 500 | 500 | 500 | 74,138 CHF | 74,888 CHF | 100.00% | 100.00% |