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 | 0.23% | 94.48 CHF | 94.69 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 95,205 CHF | 95,421 CHF | 99.55% | 99.55% |
15/05/2024 | 0.22% | 100.45 CHF | 100.67 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,689 CHF | 102,919 CHF | 99.54% | 99.54% |
14/05/2024 | 0.22% | 101.15 CHF | 101.38 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 99,649 CHF | 99,871 CHF | 99.51% | 99.51% |
13/05/2024 | 0.24% | 95.43 CHF | 95.65 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 92,859 CHF | 93,079 CHF | 99.43% | 99.52% |
10/05/2024 | 0.23% | 94.73 CHF | 94.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 93,870 CHF | 94,090 CHF | 99.56% | 99.56% |
08/05/2024 | 0.23% | 94.55 CHF | 94.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 97,175 CHF | 97,396 CHF | 99.56% | 99.56% |
07/05/2024 | 0.21% | 102.29 CHF | 102.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,227 CHF | 100,443 CHF | 99.54% | 99.54% |
06/05/2024 | 0.21% | 96.70 CHF | 96.91 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 97,316 CHF | 97,523 CHF | 99.57% | 99.57% |
03/05/2024 | 0.22% | 92.67 CHF | 92.87 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 92,388 CHF | 92,589 CHF | 99.34% | 99.34% |
02/05/2024 | 0.22% | 90.37 CHF | 90.57 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 90,724 CHF | 90,925 CHF | 98.15% | 98.15% |