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 | 1.72% | 61.30 CHF | 62.37 CHF | 1,593 | 1,567 | 1,587 | 1,560 | 97,687 CHF | 97,727 CHF | 99.99% | 99.99% |
15/05/2024 | 1.72% | 61.45 CHF | 62.52 CHF | 1,590 | 1,563 | 1,597 | 1,570 | 97,666 CHF | 97,710 CHF | 100.00% | 100.00% |
14/05/2024 | 1.73% | 61.21 CHF | 62.28 CHF | 1,596 | 1,569 | 1,607 | 1,580 | 97,653 CHF | 97,694 CHF | 99.13% | 99.13% |
13/05/2024 | 1.73% | 59.78 CHF | 60.82 CHF | 1,633 | 1,606 | 1,640 | 1,612 | 97,601 CHF | 97,644 CHF | 100.00% | 100.00% |
10/05/2024 | 1.73% | 59.92 CHF | 60.96 CHF | 1,629 | 1,602 | 1,625 | 1,598 | 97,625 CHF | 97,663 CHF | 100.00% | 100.00% |
08/05/2024 | 1.73% | 59.04 CHF | 60.07 CHF | 1,653 | 1,625 | 1,653 | 1,625 | 97,583 CHF | 97,621 CHF | 99.74% | 99.74% |
07/05/2024 | 1.72% | 59.51 CHF | 60.55 CHF | 1,640 | 1,613 | 1,646 | 1,619 | 97,591 CHF | 97,634 CHF | 100.00% | 100.00% |
06/05/2024 | 1.73% | 58.62 CHF | 59.64 CHF | 1,664 | 1,637 | 1,669 | 1,641 | 97,556 CHF | 97,602 CHF | 96.86% | 96.86% |
03/05/2024 | 1.73% | 58.18 CHF | 59.19 CHF | 1,677 | 1,649 | 1,690 | 1,662 | 97,524 CHF | 97,567 CHF | 99.95% | 99.95% |
02/05/2024 | 1.73% | 57.08 CHF | 58.08 CHF | 1,708 | 1,679 | 1,710 | 1,682 | 97,493 CHF | 97,539 CHF | 99.57% | 99.57% |