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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,400 | 6,400 | 6,372 | 6,372 | 367,550 CHF | 369,417 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,100 | 6,100 | 6,116 | 6,116 | 352,607 CHF | 354,399 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,300 | 6,300 | 6,277 | 6,277 | 361,874 CHF | 363,713 CHF | 98.26% | 98.26% |
07/05/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,300 | 6,300 | 6,313 | 6,313 | 363,966 CHF | 365,816 CHF | 99.59% | 99.59% |
06/05/2024 | 0.69% | 57.60 CHF | 58.00 CHF | 6,300 | 6,300 | 6,365 | 6,365 | 366,627 CHF | 369,173 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 57.60 CHF | 58.00 CHF | 6,400 | 6,400 | 6,407 | 6,407 | 369,140 CHF | 371,524 CHF | 100.00% | 100.00% |
02/05/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,500 | 6,500 | 6,476 | 6,476 | 373,360 CHF | 375,258 CHF | 100.00% | 100.00% |
30/04/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,500 | 6,500 | 6,391 | 6,391 | 368,489 CHF | 370,362 CHF | 100.00% | 100.00% |
29/04/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,300 | 6,300 | 6,300 | 6,300 | 363,246 CHF | 365,092 CHF | 100.00% | 100.00% |
26/04/2024 | 0.51% | 57.65 CHF | 57.95 CHF | 6,300 | 6,300 | 6,363 | 6,363 | 366,868 CHF | 368,733 CHF | 99.69% | 99.69% |