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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.01% | 68.38 CHF | 68.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,845,150 CHF | 6,846,150 CHF | 99.99% | 99.99% |
16/05/2024 | 0.01% | 68.54 CHF | 68.55 CHF | 100,000 | 100,000 | 99,919 | 99,919 | 6,821,310 CHF | 6,822,310 CHF | 99.93% | 99.93% |
15/05/2024 | 0.01% | 67.79 CHF | 67.80 CHF | 100,000 | 100,000 | 99,802 | 99,802 | 6,706,280 CHF | 6,707,280 CHF | 99.82% | 99.82% |
14/05/2024 | 0.02% | 66.85 CHF | 66.86 CHF | 100,000 | 100,000 | 99,981 | 99,981 | 6,667,480 CHF | 6,668,480 CHF | 99.73% | 99.73% |
13/05/2024 | 0.02% | 66.72 CHF | 66.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,661,760 CHF | 6,662,760 CHF | 100.00% | 100.00% |
10/05/2024 | 0.02% | 66.36 CHF | 66.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,655,250 CHF | 6,656,250 CHF | 99.83% | 99.83% |
08/05/2024 | 0.02% | 66.29 CHF | 66.30 CHF | 100,000 | 100,000 | 99,982 | 99,982 | 6,615,640 CHF | 6,616,640 CHF | 96.62% | 96.62% |
07/05/2024 | 0.02% | 66.39 CHF | 66.40 CHF | 100,000 | 100,000 | 99,953 | 99,953 | 6,609,090 CHF | 6,610,090 CHF | 98.40% | 98.40% |
06/05/2024 | 0.02% | 65.59 CHF | 65.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,534,840 CHF | 6,535,840 CHF | 100.00% | 100.00% |
03/05/2024 | 0.02% | 64.67 CHF | 64.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,440,360 CHF | 6,441,360 CHF | 98.74% | 98.74% |