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 | 1.00% | 1,014.00 CHF | 1,024.00 CHF | 100 | 100 | 100 | 100 | 101,553 CHF | 102,577 CHF | 100.00% | 100.00% |
15/05/2024 | 1.01% | 1,015.00 CHF | 1,025.00 CHF | 100 | 100 | 88 | 88 | 89,037 CHF | 89,936 CHF | 99.99% | 99.99% |
14/05/2024 | 1.00% | 1,005.00 CHF | 1,015.00 CHF | 100 | 100 | 100 | 100 | 100,397 CHF | 101,409 CHF | 100.00% | 100.00% |
13/05/2024 | 1.01% | 1,006.00 CHF | 1,016.00 CHF | 100 | 100 | 100 | 100 | 100,455 CHF | 101,476 CHF | 96.51% | 96.51% |
10/05/2024 | 1.01% | 1,004.00 CHF | 1,014.00 CHF | 100 | 100 | 100 | 100 | 100,469 CHF | 101,487 CHF | 100.00% | 100.00% |
08/05/2024 | 1.01% | 994.50 CHF | 1,004.00 CHF | 100 | 100 | 100 | 100 | 99,245 CHF | 100,250 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 996.50 CHF | 1,006.00 CHF | 100 | 100 | 100 | 100 | 99,686 CHF | 100,690 CHF | 100.00% | 100.00% |
06/05/2024 | 1.01% | 992.50 CHF | 1,003.00 CHF | 100 | 100 | 100 | 100 | 98,855 CHF | 99,854 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 982.50 CHF | 992.50 CHF | 100 | 100 | 89 | 89 | 87,204 CHF | 88,086 CHF | 96.57% | 96.57% |
02/05/2024 | 1.00% | 974.00 CHF | 984.00 CHF | 100 | 100 | 100 | 100 | 97,227 CHF | 98,207 CHF | 100.00% | 100.00% |