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 | 0.42% | 94.40 CHF | 94.80 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 747,961 CHF | 751,121 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 94.60 CHF | 95.00 CHF | 7,900 | 7,900 | 7,916 | 7,916 | 746,465 CHF | 749,631 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 93.40 CHF | 93.80 CHF | 8,000 | 8,000 | 8,069 | 8,069 | 748,854 CHF | 752,082 CHF | 98.26% | 98.26% |
07/05/2024 | 0.44% | 91.60 CHF | 92.00 CHF | 8,200 | 8,200 | 8,195 | 8,195 | 747,053 CHF | 750,331 CHF | 99.80% | 99.80% |
06/05/2024 | 0.43% | 91.00 CHF | 91.40 CHF | 8,200 | 8,200 | 8,121 | 8,121 | 746,649 CHF | 749,897 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 91.40 CHF | 91.80 CHF | 8,200 | 8,200 | 8,166 | 8,166 | 748,349 CHF | 751,615 CHF | 99.99% | 99.99% |
02/05/2024 | 0.44% | 91.40 CHF | 91.80 CHF | 8,200 | 8,200 | 8,199 | 8,199 | 749,284 CHF | 752,564 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 91.80 CHF | 92.20 CHF | 8,100 | 8,100 | 8,095 | 8,095 | 746,717 CHF | 749,955 CHF | 100.00% | 100.00% |
29/04/2024 | 0.43% | 91.80 CHF | 92.20 CHF | 8,100 | 8,100 | 8,100 | 8,100 | 747,186 CHF | 750,426 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 92.50 CHF | 92.70 CHF | 8,100 | 8,100 | 8,094 | 8,094 | 748,959 CHF | 750,570 CHF | 99.69% | 99.69% |