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 | 0.90% | 106.32 CHF | 107.28 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 266,093 CHF | 268,499 CHF | 100.00% | 100.00% |
15/05/2024 | 0.90% | 106.51 CHF | 107.47 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 264,784 CHF | 267,177 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 105.36 CHF | 106.31 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 263,750 CHF | 266,135 CHF | 100.00% | 100.00% |
13/05/2024 | 0.90% | 105.42 CHF | 106.38 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 263,692 CHF | 266,076 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 105.51 CHF | 106.47 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 263,624 CHF | 266,007 CHF | 96.66% | 96.66% |
08/05/2024 | 0.90% | 104.89 CHF | 105.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,806 CHF | 265,182 CHF | 100.00% | 100.00% |
07/05/2024 | 0.90% | 104.48 CHF | 105.43 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 260,061 CHF | 262,412 CHF | 100.00% | 100.00% |
06/05/2024 | 0.90% | 103.34 CHF | 104.27 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 258,634 CHF | 260,973 CHF | 100.00% | 100.00% |
03/05/2024 | 0.90% | 102.64 CHF | 103.57 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 258,209 CHF | 260,543 CHF | 100.00% | 100.00% |
02/05/2024 | 0.90% | 103.90 CHF | 104.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 259,848 CHF | 262,197 CHF | 100.00% | 100.00% |