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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 108.55 CHF | 109.42 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,225 CHF | 273,404 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 109.03 CHF | 109.91 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 272,935 CHF | 275,128 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 109.19 CHF | 110.07 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,403 CHF | 273,583 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 107.97 CHF | 108.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,326 CHF | 271,489 CHF | 99.99% | 99.99% |
13/05/2024 | 0.80% | 106.91 CHF | 107.77 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 267,460 CHF | 269,608 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 107.08 CHF | 107.94 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 267,388 CHF | 269,535 CHF | 96.66% | 96.66% |
08/05/2024 | 0.80% | 105.98 CHF | 106.83 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 265,086 CHF | 267,215 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 105.90 CHF | 106.75 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 263,592 CHF | 265,709 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 105.02 CHF | 105.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,603 CHF | 264,711 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 104.92 CHF | 105.77 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 261,957 CHF | 264,061 CHF | 99.98% | 99.98% |