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 | 0.38% | 112.05 CHF | 112.46 CHF | 250 | 250 | 250 | 250 | 27,538 CHF | 27,641 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 104.89 CHF | 105.30 CHF | 250 | 250 | 250 | 250 | 26,465 CHF | 26,560 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 102.38 CHF | 102.76 CHF | 250 | 250 | 250 | 250 | 24,122 CHF | 24,214 CHF | 99.84% | 99.84% |
13/05/2024 | 0.37% | 99.42 CHF | 99.79 CHF | 250 | 250 | 250 | 250 | 24,850 CHF | 24,943 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 99.31 CHF | 99.65 CHF | 250 | 250 | 250 | 250 | 24,929 CHF | 25,015 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 91.63 CHF | 91.98 CHF | 250 | 250 | 250 | 250 | 23,190 CHF | 23,276 CHF | 100.00% | 100.00% |
07/05/2024 | 0.36% | 92.52 CHF | 92.84 CHF | 250 | 250 | 250 | 250 | 22,978 CHF | 23,060 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 85.58 CHF | 85.89 CHF | 500 | 500 | 500 | 500 | 42,789 CHF | 42,942 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 78.84 CHF | 79.13 CHF | 500 | 500 | 500 | 500 | 39,263 CHF | 39,404 CHF | 100.00% | 100.00% |
02/05/2024 | 0.39% | 73.12 CHF | 73.42 CHF | 500 | 500 | 337 | 337 | 25,503 CHF | 25,604 CHF | 100.00% | 100.00% |