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 | 1.20% | 66.62 CHF | 67.42 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 99,913 CHF | 101,119 CHF | 100.00% | 100.00% |
15/05/2024 | 1.20% | 66.16 CHF | 66.95 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 98,921 CHF | 100,115 CHF | 100.00% | 100.00% |
14/05/2024 | 1.20% | 65.87 CHF | 66.66 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 98,025 CHF | 99,208 CHF | 99.97% | 99.97% |
13/05/2024 | 1.20% | 65.21 CHF | 65.99 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 97,530 CHF | 98,707 CHF | 100.00% | 100.00% |
10/05/2024 | 1.20% | 64.94 CHF | 65.72 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 97,847 CHF | 99,028 CHF | 96.65% | 96.65% |
08/05/2024 | 1.20% | 65.03 CHF | 65.81 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 98,087 CHF | 99,271 CHF | 100.00% | 100.00% |
07/05/2024 | 1.20% | 65.97 CHF | 66.77 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 98,918 CHF | 100,112 CHF | 100.00% | 100.00% |
06/05/2024 | 1.20% | 65.90 CHF | 66.70 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 98,486 CHF | 99,675 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 65.03 CHF | 65.81 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 97,513 CHF | 98,690 CHF | 99.95% | 99.95% |
02/05/2024 | 1.20% | 64.50 CHF | 65.27 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 96,663 CHF | 97,830 CHF | 100.00% | 100.00% |