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 | 0.79% | 110.47 CHF | 111.34 CHF | 700 | 700 | 700 | 700 | 76,934 CHF | 77,545 CHF | 100.00% | 100.00% |
15/05/2024 | 0.79% | 109.25 CHF | 110.12 CHF | 700 | 700 | 700 | 700 | 76,642 CHF | 77,250 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 109.36 CHF | 110.23 CHF | 700 | 700 | 700 | 700 | 76,477 CHF | 77,083 CHF | 100.00% | 100.00% |
13/05/2024 | 0.79% | 109.34 CHF | 110.21 CHF | 700 | 700 | 700 | 700 | 76,501 CHF | 77,108 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 109.43 CHF | 110.30 CHF | 700 | 700 | 700 | 700 | 76,154 CHF | 76,759 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 106.41 CHF | 107.26 CHF | 700 | 700 | 700 | 700 | 74,159 CHF | 74,747 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 105.52 CHF | 106.36 CHF | 700 | 700 | 700 | 700 | 73,332 CHF | 73,914 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 104.37 CHF | 105.20 CHF | 700 | 700 | 700 | 700 | 73,155 CHF | 73,736 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 104.21 CHF | 105.03 CHF | 700 | 700 | 700 | 700 | 72,998 CHF | 73,577 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 103.97 CHF | 104.79 CHF | 700 | 700 | 700 | 700 | 72,398 CHF | 72,973 CHF | 100.00% | 100.00% |