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 | 1.00% | 61.47 CHF | 62.09 CHF | 1,500 | 1,430 | 1,500 | 1,430 | 90,810 CHF | 87,455 CHF | 100.00% | 100.00% |
15/05/2024 | 1.00% | 60.74 CHF | 61.35 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 91,400 CHF | 92,318 CHF | 100.00% | 100.00% |
14/05/2024 | 1.00% | 59.89 CHF | 60.49 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 90,051 CHF | 90,956 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 60.18 CHF | 60.78 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 89,569 CHF | 90,468 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 59.89 CHF | 60.49 CHF | 1,406 | 1,500 | 1,406 | 1,500 | 84,508 CHF | 91,033 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 59.13 CHF | 59.72 CHF | 1,491 | 1,500 | 1,491 | 1,500 | 88,274 CHF | 89,696 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 58.65 CHF | 59.24 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 88,044 CHF | 88,928 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 58.10 CHF | 58.68 CHF | 1,500 | 1,466 | 1,500 | 1,469 | 87,319 CHF | 86,369 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 58.66 CHF | 59.25 CHF | 1,440 | 1,500 | 1,453 | 1,500 | 84,985 CHF | 88,591 CHF | 99.94% | 99.94% |
02/05/2024 | 1.00% | 57.96 CHF | 58.54 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 87,138 CHF | 88,013 CHF | 100.00% | 100.00% |