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 | 0.15% | 67.50 CHF | 67.60 CHF | 1,300 | 1,300 | 1,293 | 1,293 | 87,033 CHF | 87,162 CHF | 100.00% | 100.00% |
15/05/2024 | 0.16% | 62.50 CHF | 62.60 CHF | 1,300 | 1,300 | 1,291 | 1,291 | 81,531 CHF | 81,660 CHF | 99.65% | 99.65% |
14/05/2024 | 0.16% | 62.80 CHF | 62.90 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 79,902 CHF | 80,032 CHF | 99.36% | 99.36% |
13/05/2024 | 0.15% | 63.70 CHF | 63.80 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 77,442 CHF | 77,561 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 67.60 CHF | 67.70 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 86,104 CHF | 86,233 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 55.60 CHF | 55.70 CHF | 1,600 | 1,600 | 1,593 | 1,593 | 86,746 CHF | 86,906 CHF | 98.98% | 98.98% |
07/05/2024 | 0.10% | 50.10 CHF | 50.15 CHF | 1,700 | 1,700 | 1,693 | 1,693 | 80,941 CHF | 81,025 CHF | 99.57% | 99.57% |
06/05/2024 | 0.11% | 46.90 CHF | 46.95 CHF | 1,800 | 1,800 | 1,809 | 1,809 | 81,975 CHF | 82,066 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 42.30 CHF | 42.35 CHF | 1,800 | 1,800 | 1,753 | 1,753 | 77,332 CHF | 77,420 CHF | 99.41% | 99.41% |
02/05/2024 | 0.11% | 45.90 CHF | 45.95 CHF | 1,700 | 1,700 | 1,693 | 1,693 | 79,529 CHF | 79,613 CHF | 99.99% | 99.99% |