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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.70% | 129.60 CHF | 130.51 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 324,950 CHF | 327,225 CHF | 100.00% | 100.00% |
22/05/2024 | 0.70% | 129.07 CHF | 129.98 CHF | 2,316 | 2,500 | 2,387 | 2,500 | 306,381 CHF | 323,125 CHF | 100.00% | 100.00% |
21/05/2024 | 0.70% | 125.48 CHF | 126.36 CHF | 2,426 | 2,500 | 2,444 | 2,500 | 306,628 CHF | 315,840 CHF | 100.00% | 100.00% |
17/05/2024 | 0.70% | 125.55 CHF | 126.43 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 313,945 CHF | 316,146 CHF | 100.00% | 100.00% |
16/05/2024 | 0.70% | 125.94 CHF | 126.82 CHF | 2,470 | 2,500 | 2,488 | 2,500 | 313,134 CHF | 316,814 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 125.51 CHF | 126.39 CHF | 2,100 | 2,450 | 2,135 | 2,481 | 266,863 CHF | 312,259 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 124.72 CHF | 125.60 CHF | 2,380 | 2,500 | 2,469 | 2,500 | 306,418 CHF | 312,525 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 122.91 CHF | 123.77 CHF | 2,470 | 2,500 | 2,471 | 2,500 | 303,395 CHF | 309,138 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 122.88 CHF | 123.74 CHF | 2,350 | 2,500 | 2,350 | 2,500 | 288,934 CHF | 309,522 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 121.81 CHF | 122.67 CHF | 2,400 | 2,500 | 2,463 | 2,500 | 300,071 CHF | 306,675 CHF | 100.00% | 100.00% |