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 | 0.49% | 59.65 CHF | 59.95 CHF | 3,700 | 3,700 | 3,695 | 3,695 | 220,418 CHF | 221,501 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,700 | 3,700 | 3,688 | 3,688 | 219,997 CHF | 221,079 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,700 | 3,700 | 3,761 | 3,761 | 224,335 CHF | 225,437 CHF | 98.94% | 98.94% |
13/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,800 | 3,800 | 3,899 | 3,899 | 232,614 CHF | 233,757 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 232,651 CHF | 233,793 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 232,651 CHF | 233,793 CHF | 98.41% | 98.41% |
07/05/2024 | 0.49% | 59.65 CHF | 59.95 CHF | 3,900 | 3,900 | 3,950 | 3,950 | 235,616 CHF | 236,774 CHF | 99.64% | 99.64% |
06/05/2024 | 0.67% | 59.60 CHF | 60.00 CHF | 4,000 | 4,000 | 3,999 | 3,999 | 238,336 CHF | 239,936 CHF | 100.00% | 100.00% |
03/05/2024 | 0.67% | 59.60 CHF | 60.00 CHF | 4,100 | 4,100 | 4,071 | 4,071 | 242,420 CHF | 244,048 CHF | 99.99% | 99.99% |
02/05/2024 | 0.67% | 59.60 CHF | 60.00 CHF | 4,000 | 4,000 | 4,083 | 4,083 | 242,882 CHF | 244,515 CHF | 99.99% | 99.99% |