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 | 0.44% | 63.86 CHF | 64.14 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 217,124 CHF | 218,079 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 63.86 CHF | 64.14 CHF | 3,500 | 3,500 | 3,460 | 3,460 | 220,981 CHF | 221,953 CHF | 99.73% | 99.73% |
08/05/2024 | 0.44% | 63.66 CHF | 63.94 CHF | 3,600 | 3,600 | 3,569 | 3,569 | 227,028 CHF | 228,031 CHF | 96.54% | 96.54% |
07/05/2024 | 0.63% | 63.60 CHF | 64.00 CHF | 3,400 | 3,400 | 3,439 | 3,439 | 218,649 CHF | 220,024 CHF | 99.58% | 99.58% |
06/05/2024 | 0.63% | 63.40 CHF | 63.80 CHF | 3,500 | 3,500 | 3,495 | 3,495 | 222,153 CHF | 223,551 CHF | 100.00% | 100.00% |
03/05/2024 | 0.58% | 63.60 CHF | 64.00 CHF | 3,400 | 3,400 | 3,453 | 3,453 | 219,550 CHF | 220,823 CHF | 100.00% | 100.00% |
02/05/2024 | 0.44% | 63.26 CHF | 63.54 CHF | 3,600 | 3,600 | 3,623 | 3,623 | 228,937 CHF | 229,955 CHF | 100.00% | 100.00% |
30/04/2024 | 0.63% | 63.00 CHF | 63.40 CHF | 3,700 | 3,700 | 3,605 | 3,605 | 227,196 CHF | 228,638 CHF | 100.00% | 100.00% |
29/04/2024 | 0.44% | 63.06 CHF | 63.34 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 227,054 CHF | 228,065 CHF | 99.78% | 99.78% |
26/04/2024 | 0.44% | 63.06 CHF | 63.34 CHF | 3,600 | 3,600 | 3,604 | 3,604 | 227,254 CHF | 228,267 CHF | 99.69% | 99.69% |