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 | 0.99% | 60.55 CHF | 61.00 CHF | 2,500 | 2,500 | 1,897 | 1,897 | 114,749 CHF | 115,800 CHF | 94.61% | 94.61% |
15/05/2024 | 1.26% | 60.30 CHF | 61.05 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 75,361 CHF | 76,317 CHF | 89.94% | 89.94% |
14/05/2024 | 1.25% | 60.25 CHF | 61.00 CHF | 1,250 | 1,250 | 1,250 | 1,250 | 75,301 CHF | 76,250 CHF | 86.02% | 86.02% |
13/05/2024 | 0.75% | 59.50 CHF | 59.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 148,804 CHF | 149,928 CHF | 85.93% | 85.93% |
10/05/2024 | 0.75% | 59.50 CHF | 59.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 148,525 CHF | 149,647 CHF | 46.07% | 46.07% |
08/05/2024 | 0.75% | 59.25 CHF | 59.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 148,261 CHF | 149,379 CHF | 95.32% | 95.32% |
07/05/2024 | 0.75% | 59.30 CHF | 59.75 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 147,804 CHF | 148,919 CHF | 68.17% | 68.17% |
06/05/2024 | 0.75% | 59.10 CHF | 59.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 147,687 CHF | 148,800 CHF | 98.94% | 98.94% |
03/05/2024 | 0.75% | 58.95 CHF | 59.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 147,156 CHF | 148,270 CHF | 92.70% | 92.70% |
02/05/2024 | 0.75% | 58.75 CHF | 59.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 147,064 CHF | 148,175 CHF | 84.34% | 84.34% |