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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.43% | 93.80 CHF | 94.20 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 741,767 CHF | 744,927 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 93.80 CHF | 94.20 CHF | 7,900 | 7,900 | 7,915 | 7,915 | 740,091 CHF | 743,258 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 92.80 CHF | 93.20 CHF | 8,000 | 8,000 | 8,069 | 8,069 | 743,899 CHF | 747,127 CHF | 98.26% | 98.26% |
07/05/2024 | 0.44% | 91.20 CHF | 91.60 CHF | 8,200 | 8,200 | 8,200 | 8,200 | 743,799 CHF | 747,079 CHF | 99.48% | 99.48% |
06/05/2024 | 0.44% | 90.60 CHF | 91.00 CHF | 8,200 | 8,200 | 8,121 | 8,121 | 742,210 CHF | 745,458 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 90.80 CHF | 91.20 CHF | 8,200 | 8,200 | 8,166 | 8,166 | 743,828 CHF | 747,094 CHF | 100.00% | 100.00% |
02/05/2024 | 0.44% | 90.80 CHF | 91.20 CHF | 8,200 | 8,200 | 8,199 | 8,199 | 744,779 CHF | 748,058 CHF | 99.99% | 99.99% |
30/04/2024 | 0.44% | 91.40 CHF | 91.80 CHF | 8,100 | 8,100 | 8,095 | 8,095 | 742,004 CHF | 745,242 CHF | 100.00% | 100.00% |
29/04/2024 | 0.44% | 91.20 CHF | 91.60 CHF | 8,100 | 8,100 | 8,100 | 8,100 | 742,453 CHF | 745,693 CHF | 100.00% | 100.00% |
26/04/2024 | 0.23% | 91.90 CHF | 92.11 CHF | 8,100 | 8,100 | 8,093 | 8,093 | 743,259 CHF | 744,950 CHF | 99.69% | 99.69% |