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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.35% | 74.27 CHF | 74.53 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 368,447 CHF | 369,743 CHF | 98.93% | 98.93% |
13/05/2024 | 0.36% | 72.07 CHF | 72.33 CHF | 5,400 | 5,400 | 5,400 | 5,400 | 389,342 CHF | 390,751 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 71.67 CHF | 71.93 CHF | 5,400 | 5,400 | 5,420 | 5,420 | 388,390 CHF | 389,804 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 71.27 CHF | 71.53 CHF | 5,500 | 5,500 | 5,471 | 5,471 | 390,917 CHF | 392,345 CHF | 98.26% | 98.26% |
07/05/2024 | 0.37% | 71.47 CHF | 71.73 CHF | 5,500 | 5,500 | 5,496 | 5,496 | 389,925 CHF | 391,360 CHF | 99.78% | 99.78% |
06/05/2024 | 0.56% | 70.80 CHF | 71.20 CHF | 5,500 | 5,500 | 5,504 | 5,504 | 389,648 CHF | 391,849 CHF | 100.00% | 100.00% |
03/05/2024 | 0.52% | 70.60 CHF | 71.00 CHF | 5,500 | 5,500 | 5,586 | 5,586 | 392,537 CHF | 394,569 CHF | 99.98% | 99.98% |
02/05/2024 | 0.37% | 69.87 CHF | 70.13 CHF | 5,600 | 5,600 | 5,600 | 5,600 | 392,675 CHF | 394,136 CHF | 99.17% | 99.17% |
30/04/2024 | 0.37% | 69.87 CHF | 70.13 CHF | 5,600 | 5,600 | 5,595 | 5,595 | 391,871 CHF | 393,331 CHF | 99.99% | 99.99% |
29/04/2024 | 0.37% | 70.47 CHF | 70.73 CHF | 5,500 | 5,500 | 5,502 | 5,502 | 388,502 CHF | 389,937 CHF | 100.00% | 100.00% |