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 | 0.73% | 61.28 CHF | 61.73 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 275,763 CHF | 277,788 CHF | 100.00% | 100.00% |
15/05/2024 | 0.73% | 61.26 CHF | 61.71 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 275,573 CHF | 277,598 CHF | 99.73% | 99.73% |
14/05/2024 | 0.73% | 61.22 CHF | 61.67 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 275,539 CHF | 277,564 CHF | 21.60% | 21.60% |
13/05/2024 | 0.74% | 60.65 CHF | 61.10 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 272,781 CHF | 274,797 CHF | 99.55% | 99.55% |
10/05/2024 | 0.74% | 60.52 CHF | 60.97 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 272,369 CHF | 274,394 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 60.45 CHF | 60.90 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 272,110 CHF | 274,135 CHF | 94.67% | 94.67% |
07/05/2024 | 0.74% | 60.48 CHF | 60.93 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 271,578 CHF | 273,603 CHF | 97.83% | 97.83% |
06/05/2024 | 0.74% | 60.33 CHF | 60.78 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 271,439 CHF | 273,464 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 60.25 CHF | 60.70 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 270,726 CHF | 272,751 CHF | 85.64% | 85.64% |
02/05/2024 | 0.75% | 60.03 CHF | 60.48 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 270,490 CHF | 272,514 CHF | 100.00% | 100.00% |