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 | 0.46% | 62.46 CHF | 62.74 CHF | 6,400 | 6,400 | 6,372 | 6,372 | 398,204 CHF | 400,033 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6,100 | 6,100 | 6,116 | 6,116 | 382,235 CHF | 383,991 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6,300 | 6,300 | 6,277 | 6,277 | 392,020 CHF | 393,821 CHF | 98.26% | 98.26% |
07/05/2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6,300 | 6,300 | 6,313 | 6,313 | 394,047 CHF | 395,859 CHF | 99.59% | 99.59% |
06/05/2024 | 0.64% | 62.40 CHF | 62.80 CHF | 6,300 | 6,300 | 6,365 | 6,365 | 396,468 CHF | 399,014 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 62.20 CHF | 62.60 CHF | 6,400 | 6,400 | 6,407 | 6,407 | 398,617 CHF | 400,991 CHF | 100.00% | 100.00% |
02/05/2024 | 0.46% | 62.26 CHF | 62.54 CHF | 6,500 | 6,500 | 6,476 | 6,476 | 402,276 CHF | 404,136 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 62.06 CHF | 62.34 CHF | 6,500 | 6,500 | 6,391 | 6,391 | 397,288 CHF | 399,122 CHF | 100.00% | 100.00% |
29/04/2024 | 0.46% | 62.26 CHF | 62.54 CHF | 6,300 | 6,300 | 6,300 | 6,300 | 392,311 CHF | 394,119 CHF | 100.00% | 100.00% |
26/04/2024 | 0.46% | 62.26 CHF | 62.54 CHF | 6,300 | 6,300 | 6,363 | 6,363 | 395,754 CHF | 397,580 CHF | 99.69% | 99.69% |