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 | 0.62% | 64.20 CHF | 64.60 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 224,579 CHF | 225,979 CHF | 100.00% | 100.00% |
10/05/2024 | 0.62% | 64.20 CHF | 64.60 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 224,203 CHF | 225,603 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 64.06 CHF | 64.34 CHF | 3,600 | 3,600 | 3,515 | 3,515 | 225,294 CHF | 226,281 CHF | 98.12% | 98.12% |
07/05/2024 | 0.62% | 64.20 CHF | 64.60 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 218,249 CHF | 219,609 CHF | 99.47% | 99.47% |
06/05/2024 | 0.62% | 64.20 CHF | 64.60 CHF | 3,400 | 3,400 | 3,484 | 3,484 | 223,090 CHF | 224,484 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 64.00 CHF | 64.40 CHF | 3,500 | 3,500 | 3,505 | 3,505 | 224,369 CHF | 225,663 CHF | 100.00% | 100.00% |
02/05/2024 | 0.44% | 64.06 CHF | 64.34 CHF | 3,600 | 3,600 | 3,552 | 3,552 | 227,539 CHF | 228,537 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 64.06 CHF | 64.34 CHF | 3,500 | 3,500 | 3,524 | 3,524 | 225,745 CHF | 226,736 CHF | 100.00% | 100.00% |
29/04/2024 | 0.44% | 64.06 CHF | 64.34 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 224,209 CHF | 225,193 CHF | 99.78% | 99.78% |
26/04/2024 | 0.63% | 63.80 CHF | 64.20 CHF | 3,600 | 3,600 | 3,513 | 3,513 | 224,511 CHF | 225,916 CHF | 99.69% | 99.69% |