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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.75% | 87.50 CHF | 88.15 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 437,855 CHF | 441,155 CHF | 98.03% | 98.03% |
13/05/2024 | 0.75% | 87.45 CHF | 88.15 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 437,727 CHF | 441,023 CHF | 88.26% | 88.26% |
10/05/2024 | 0.75% | 87.60 CHF | 88.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 437,226 CHF | 440,533 CHF | 97.31% | 97.31% |
08/05/2024 | 0.75% | 87.15 CHF | 87.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 434,290 CHF | 437,564 CHF | 97.93% | 97.93% |
07/05/2024 | 0.75% | 86.40 CHF | 87.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 430,495 CHF | 433,742 CHF | 50.44% | 50.44% |
06/05/2024 | 0.75% | 86.05 CHF | 86.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 432,309 CHF | 435,559 CHF | 96.85% | 96.85% |
03/05/2024 | 0.75% | 86.20 CHF | 86.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 431,478 CHF | 434,729 CHF | 93.92% | 93.92% |
02/05/2024 | 0.75% | 86.15 CHF | 86.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 430,900 CHF | 434,147 CHF | 91.39% | 91.39% |
30/04/2024 | 0.75% | 86.45 CHF | 87.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 433,123 CHF | 436,392 CHF | 98.23% | 98.23% |
29/04/2024 | 0.75% | 86.40 CHF | 87.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 433,038 CHF | 436,306 CHF | 95.95% | 95.95% |