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 | 0.75% | 102.43 CHF | 103.20 CHF | 1,952 | 1,937 | 1,954 | 1,940 | 199,947 CHF | 199,945 CHF | 99.99% | 99.99% |
15/05/2024 | 0.75% | 102.59 CHF | 103.36 CHF | 1,949 | 1,934 | 1,961 | 1,947 | 199,956 CHF | 199,948 CHF | 99.94% | 99.94% |
14/05/2024 | 0.76% | 101.38 CHF | 102.15 CHF | 1,972 | 1,957 | 1,978 | 1,963 | 199,947 CHF | 199,944 CHF | 99.97% | 99.97% |
13/05/2024 | 0.74% | 100.91 CHF | 101.66 CHF | 1,981 | 1,967 | 1,986 | 1,971 | 199,949 CHF | 199,948 CHF | 99.99% | 99.99% |
10/05/2024 | 0.75% | 100.72 CHF | 101.47 CHF | 1,985 | 1,971 | 1,982 | 1,967 | 199,949 CHF | 199,948 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 100.24 CHF | 100.99 CHF | 1,995 | 1,980 | 1,995 | 1,980 | 199,966 CHF | 199,958 CHF | 99.96% | 99.96% |
07/05/2024 | 0.74% | 100.62 CHF | 101.37 CHF | 1,987 | 1,972 | 1,994 | 1,979 | 199,956 CHF | 199,953 CHF | 99.98% | 99.98% |
06/05/2024 | 0.75% | 99.96 CHF | 100.71 CHF | 2,000 | 1,985 | 2,010 | 1,995 | 199,951 CHF | 199,955 CHF | 99.99% | 99.99% |
03/05/2024 | 0.75% | 98.69 CHF | 99.44 CHF | 2,026 | 2,011 | 2,033 | 2,018 | 199,951 CHF | 199,953 CHF | 99.93% | 99.93% |
02/05/2024 | 0.74% | 97.74 CHF | 98.47 CHF | 2,046 | 2,031 | 2,046 | 2,031 | 199,952 CHF | 199,951 CHF | 99.95% | 99.95% |