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 | 0.96% | 113.80 CHF | 114.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 227,989 CHF | 230,189 CHF | 99.93% | 99.93% |
15/05/2024 | 0.96% | 114.50 CHF | 115.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 227,778 CHF | 229,978 CHF | 99.92% | 99.92% |
14/05/2024 | 0.97% | 113.20 CHF | 114.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 226,161 CHF | 228,361 CHF | 99.97% | 99.97% |
13/05/2024 | 0.97% | 112.90 CHF | 114.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 226,043 CHF | 228,243 CHF | 95.02% | 95.02% |
10/05/2024 | 0.97% | 112.50 CHF | 113.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 225,484 CHF | 227,723 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 111.50 CHF | 112.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,993 CHF | 225,193 CHF | 99.99% | 99.99% |
07/05/2024 | 0.98% | 111.90 CHF | 113.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,564 CHF | 224,764 CHF | 99.93% | 99.93% |
06/05/2024 | 1.00% | 110.00 CHF | 111.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,396 CHF | 220,596 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 108.30 CHF | 109.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,163 CHF | 219,363 CHF | 99.68% | 99.68% |
02/05/2024 | 1.01% | 109.80 CHF | 110.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,224 CHF | 219,424 CHF | 99.93% | 99.93% |