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 | 0.75% | 67.30 CHF | 67.81 CHF | 1,560 | 1,548 | 1,562 | 1,550 | 104,966 CHF | 104,965 CHF | 99.99% | 99.99% |
15/05/2024 | 0.74% | 67.14 CHF | 67.64 CHF | 1,563 | 1,552 | 1,563 | 1,552 | 104,961 CHF | 104,967 CHF | 99.93% | 99.93% |
14/05/2024 | 0.74% | 67.16 CHF | 67.66 CHF | 1,563 | 1,551 | 1,568 | 1,556 | 104,965 CHF | 104,966 CHF | 99.85% | 99.85% |
13/05/2024 | 0.75% | 66.52 CHF | 67.02 CHF | 1,578 | 1,566 | 1,583 | 1,571 | 104,964 CHF | 104,968 CHF | 99.98% | 99.98% |
10/05/2024 | 0.75% | 66.29 CHF | 66.79 CHF | 1,583 | 1,572 | 1,583 | 1,571 | 104,966 CHF | 104,969 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 66.16 CHF | 66.66 CHF | 1,587 | 1,575 | 1,584 | 1,573 | 104,971 CHF | 104,969 CHF | 99.99% | 99.99% |
07/05/2024 | 0.76% | 66.09 CHF | 66.59 CHF | 1,588 | 1,576 | 1,593 | 1,581 | 104,969 CHF | 104,967 CHF | 99.99% | 99.99% |
06/05/2024 | 0.76% | 65.83 CHF | 66.33 CHF | 1,595 | 1,582 | 1,597 | 1,585 | 104,965 CHF | 104,966 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 65.08 CHF | 65.57 CHF | 1,613 | 1,601 | 1,610 | 1,598 | 104,967 CHF | 104,968 CHF | 99.94% | 99.94% |
02/05/2024 | 0.75% | 65.35 CHF | 65.84 CHF | 1,606 | 1,594 | 1,615 | 1,603 | 104,964 CHF | 104,966 CHF | 99.97% | 99.97% |