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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.03% | 66.15 CHF | 66.17 CHF | 22,000 | 22,000 | 10,113 | 10,113 | 653,955 CHF | 654,158 CHF | 97.49% | 97.49% |
14/05/2024 | 0.03% | 63.59 CHF | 63.61 CHF | 23,000 | 23,000 | 10,157 | 10,157 | 642,360 CHF | 642,563 CHF | 98.05% | 98.05% |
13/05/2024 | 0.03% | 63.33 CHF | 63.35 CHF | 23,000 | 23,000 | 10,267 | 10,267 | 648,705 CHF | 648,910 CHF | 97.22% | 97.22% |
10/05/2024 | 0.03% | 63.03 CHF | 63.05 CHF | 23,000 | 23,000 | 9,943 | 9,943 | 627,804 CHF | 628,004 CHF | 97.00% | 97.00% |
08/05/2024 | 0.03% | 63.44 CHF | 63.46 CHF | 23,000 | 23,000 | 9,922 | 9,922 | 630,260 CHF | 630,459 CHF | 96.73% | 96.73% |
07/05/2024 | 0.03% | 63.46 CHF | 63.48 CHF | 23,000 | 23,000 | 10,040 | 10,040 | 639,071 CHF | 639,272 CHF | 94.52% | 94.52% |
06/05/2024 | 0.03% | 64.08 CHF | 64.10 CHF | 23,000 | 23,000 | 10,041 | 10,041 | 633,686 CHF | 633,887 CHF | 98.39% | 98.39% |
03/05/2024 | 0.03% | 61.25 CHF | 61.27 CHF | 24,000 | 24,000 | 10,427 | 10,427 | 635,435 CHF | 635,644 CHF | 91.91% | 91.91% |
02/05/2024 | 0.03% | 59.96 CHF | 59.98 CHF | 25,000 | 25,000 | 10,713 | 10,713 | 636,898 CHF | 637,112 CHF | 91.94% | 91.94% |
30/04/2024 | 0.03% | 61.70 CHF | 61.72 CHF | 24,000 | 24,000 | 10,864 | 10,864 | 672,074 CHF | 672,292 CHF | 95.48% | 95.48% |