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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.29% | 85.28 CHF | 85.52 CHF | 2,900 | 2,900 | 2,890 | 2,890 | 246,480 CHF | 247,189 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 85.28 CHF | 85.52 CHF | 2,900 | 2,900 | 2,899 | 2,899 | 247,248 CHF | 247,958 CHF | 99.04% | 99.04% |
13/05/2024 | 0.47% | 85.20 CHF | 85.60 CHF | 2,900 | 2,900 | 2,851 | 2,851 | 242,920 CHF | 244,061 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 85.20 CHF | 85.60 CHF | 2,800 | 2,800 | 2,820 | 2,820 | 240,268 CHF | 241,396 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 85.28 CHF | 85.52 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 247,306 CHF | 248,017 CHF | 98.26% | 98.26% |
07/05/2024 | 0.29% | 85.28 CHF | 85.52 CHF | 2,900 | 2,900 | 2,936 | 2,936 | 250,356 CHF | 251,075 CHF | 99.47% | 99.47% |
06/05/2024 | 0.47% | 85.20 CHF | 85.60 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 255,119 CHF | 256,319 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 85.00 CHF | 85.40 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 255,000 CHF | 256,200 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 85.00 CHF | 85.40 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 255,000 CHF | 256,200 CHF | 100.00% | 100.00% |
30/04/2024 | 0.29% | 85.08 CHF | 85.32 CHF | 3,000 | 3,000 | 2,997 | 2,997 | 254,999 CHF | 255,734 CHF | 100.00% | 100.00% |