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 | 0.03% | 65.28 CHF | 65.30 CHF | 22,000 | 22,000 | 9,921 | 9,921 | 645,423 CHF | 645,622 CHF | 97.53% | 97.53% |
15/05/2024 | 0.03% | 64.56 CHF | 64.58 CHF | 22,000 | 22,000 | 10,106 | 10,106 | 637,360 CHF | 637,562 CHF | 97.52% | 97.52% |
14/05/2024 | 0.03% | 61.99 CHF | 62.01 CHF | 23,000 | 23,000 | 10,158 | 10,158 | 626,145 CHF | 626,348 CHF | 98.05% | 98.05% |
13/05/2024 | 0.03% | 61.74 CHF | 61.76 CHF | 23,000 | 23,000 | 10,279 | 10,279 | 633,061 CHF | 633,267 CHF | 97.35% | 97.35% |
10/05/2024 | 0.03% | 61.43 CHF | 61.45 CHF | 23,000 | 23,000 | 9,931 | 9,931 | 611,198 CHF | 611,397 CHF | 96.94% | 96.94% |
08/05/2024 | 0.03% | 61.84 CHF | 61.86 CHF | 23,000 | 23,000 | 9,920 | 9,920 | 614,308 CHF | 614,506 CHF | 96.71% | 96.71% |
07/05/2024 | 0.03% | 61.86 CHF | 61.88 CHF | 23,000 | 23,000 | 9,974 | 9,974 | 619,010 CHF | 619,210 CHF | 94.07% | 94.07% |
06/05/2024 | 0.03% | 62.49 CHF | 62.51 CHF | 23,000 | 23,000 | 10,053 | 10,053 | 618,450 CHF | 618,651 CHF | 98.44% | 98.44% |
03/05/2024 | 0.03% | 59.66 CHF | 59.68 CHF | 24,000 | 24,000 | 10,614 | 10,614 | 630,034 CHF | 630,246 CHF | 93.23% | 93.23% |
02/05/2024 | 0.04% | 58.35 CHF | 58.37 CHF | 25,000 | 25,000 | 10,779 | 10,779 | 623,577 CHF | 623,793 CHF | 92.42% | 92.42% |