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 | 0.76% | 757.00 CHF | 762.50 CHF | 100 | 100 | 100 | 100 | 75,702 CHF | 76,283 CHF | 43.49% | 43.49% |
15/05/2024 | 0.76% | 756.00 CHF | 762.00 CHF | 100 | 100 | 100 | 100 | 75,533 CHF | 76,108 CHF | 97.14% | 97.14% |
14/05/2024 | 0.76% | 754.50 CHF | 760.00 CHF | 100 | 100 | 99 | 99 | 74,534 CHF | 75,099 CHF | 87.30% | 87.30% |
13/05/2024 | 0.75% | 753.00 CHF | 758.50 CHF | 100 | 100 | 100 | 100 | 75,184 CHF | 75,750 CHF | 84.75% | 84.75% |
10/05/2024 | 0.75% | 753.00 CHF | 758.50 CHF | 100 | 100 | 100 | 100 | 75,239 CHF | 75,808 CHF | 80.37% | 80.37% |
08/05/2024 | 0.75% | 752.00 CHF | 758.00 CHF | 100 | 100 | 100 | 100 | 75,275 CHF | 75,840 CHF | 90.83% | 90.83% |
07/05/2024 | 0.75% | 751.50 CHF | 757.00 CHF | 100 | 100 | 100 | 100 | 75,039 CHF | 75,605 CHF | 45.24% | 45.24% |
06/05/2024 | 0.75% | 752.00 CHF | 757.50 CHF | 100 | 100 | 100 | 100 | 75,274 CHF | 75,838 CHF | 97.37% | 97.37% |
03/05/2024 | 0.75% | 753.00 CHF | 758.50 CHF | 100 | 100 | 100 | 100 | 75,452 CHF | 76,019 CHF | 92.39% | 92.39% |
02/05/2024 | 0.76% | 755.00 CHF | 760.50 CHF | 100 | 100 | 100 | 100 | 75,474 CHF | 76,050 CHF | 91.57% | 91.57% |