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 | 0.47% | 107.50 CHF | 108.00 CHF | 700 | 700 | 699 | 699 | 75,158 CHF | 75,508 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 797 | 797 | 84,917 CHF | 85,316 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 800 | 800 | 85,032 CHF | 85,432 CHF | 99.04% | 99.04% |
13/05/2024 | 0.47% | 107.00 CHF | 107.50 CHF | 800 | 800 | 751 | 751 | 80,376 CHF | 80,752 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 107.00 CHF | 107.50 CHF | 700 | 700 | 720 | 720 | 77,045 CHF | 77,405 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 800 | 800 | 85,073 CHF | 85,473 CHF | 98.26% | 98.26% |
07/05/2024 | 0.47% | 106.00 CHF | 106.50 CHF | 800 | 800 | 800 | 800 | 84,498 CHF | 84,898 CHF | 99.59% | 99.59% |
06/05/2024 | 0.47% | 105.50 CHF | 106.00 CHF | 800 | 800 | 800 | 800 | 84,038 CHF | 84,438 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 104.50 CHF | 105.00 CHF | 800 | 800 | 800 | 800 | 83,613 CHF | 84,013 CHF | 99.98% | 99.98% |
02/05/2024 | 0.48% | 104.00 CHF | 104.50 CHF | 800 | 800 | 800 | 800 | 83,413 CHF | 83,813 CHF | 100.00% | 100.00% |