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 | 0.62% | 97.80 CHF | 98.40 CHF | 7,900 | 7,900 | 7,894 | 7,894 | 766,359 CHF | 771,098 CHF | 100.00% | 100.00% |
14/05/2024 | 0.61% | 97.20 CHF | 97.80 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 769,030 CHF | 773,770 CHF | 98.94% | 98.94% |
13/05/2024 | 0.61% | 97.20 CHF | 97.80 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 769,804 CHF | 774,544 CHF | 100.00% | 100.00% |
10/05/2024 | 0.62% | 97.20 CHF | 97.80 CHF | 7,900 | 7,900 | 7,916 | 7,916 | 768,013 CHF | 772,762 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 96.40 CHF | 97.00 CHF | 8,000 | 8,000 | 8,069 | 8,069 | 773,477 CHF | 778,319 CHF | 98.26% | 98.26% |
07/05/2024 | 0.63% | 94.80 CHF | 95.40 CHF | 8,200 | 8,200 | 8,195 | 8,195 | 773,208 CHF | 778,126 CHF | 99.33% | 99.33% |
06/05/2024 | 0.63% | 94.20 CHF | 94.80 CHF | 8,200 | 8,200 | 8,121 | 8,121 | 771,959 CHF | 776,831 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 94.60 CHF | 95.20 CHF | 8,200 | 8,200 | 8,166 | 8,166 | 773,640 CHF | 778,539 CHF | 100.00% | 100.00% |
02/05/2024 | 0.63% | 94.40 CHF | 95.00 CHF | 8,200 | 8,200 | 8,199 | 8,199 | 774,783 CHF | 779,702 CHF | 99.99% | 99.99% |
30/04/2024 | 0.63% | 94.80 CHF | 95.40 CHF | 8,100 | 8,100 | 8,094 | 8,092 | 771,057 CHF | 775,735 CHF | 100.00% | 100.00% |