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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.28% | 130.30 CHF | 130.66 CHF | 500 | 500 | 461 | 461 | 59,027 CHF | 59,191 CHF | 100.00% | 100.00% |
22/05/2024 | 0.29% | 124.48 CHF | 124.86 CHF | 250 | 250 | 250 | 250 | 31,319 CHF | 31,410 CHF | 100.00% | 100.00% |
21/05/2024 | 0.27% | 133.45 CHF | 133.81 CHF | 250 | 250 | 250 | 250 | 32,932 CHF | 33,022 CHF | 100.00% | 100.00% |
17/05/2024 | 0.28% | 131.10 CHF | 131.48 CHF | 250 | 250 | 250 | 250 | 33,492 CHF | 33,585 CHF | 100.00% | 100.00% |
16/05/2024 | 0.25% | 145.01 CHF | 145.38 CHF | 250 | 250 | 250 | 250 | 35,807 CHF | 35,899 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 138.60 CHF | 138.96 CHF | 250 | 250 | 250 | 250 | 34,864 CHF | 34,948 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 136.37 CHF | 136.70 CHF | 250 | 250 | 250 | 250 | 32,775 CHF | 32,858 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 133.65 CHF | 133.98 CHF | 250 | 250 | 250 | 250 | 33,424 CHF | 33,507 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 133.58 CHF | 133.90 CHF | 250 | 250 | 250 | 250 | 33,489 CHF | 33,568 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 126.51 CHF | 126.83 CHF | 250 | 250 | 250 | 250 | 31,891 CHF | 31,970 CHF | 100.00% | 100.00% |