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 | 0.24% | 58.49 CHF | 58.63 CHF | 2,000 | 2,000 | 2,018 | 2,018 | 120,245 CHF | 120,535 CHF | 99.58% | 99.58% |
15/05/2024 | 0.24% | 57.03 CHF | 57.18 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 112,860 CHF | 113,131 CHF | 99.57% | 99.57% |
14/05/2024 | 0.23% | 58.92 CHF | 59.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 115,998 CHF | 116,270 CHF | 99.54% | 99.54% |
13/05/2024 | 0.23% | 58.94 CHF | 59.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 117,687 CHF | 117,957 CHF | 99.48% | 99.52% |
10/05/2024 | 0.22% | 58.10 CHF | 58.23 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 117,887 CHF | 118,150 CHF | 99.54% | 99.54% |
08/05/2024 | 0.22% | 57.13 CHF | 57.26 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 114,832 CHF | 115,085 CHF | 99.60% | 99.60% |
07/05/2024 | 0.22% | 56.67 CHF | 56.79 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 110,569 CHF | 110,813 CHF | 99.56% | 99.56% |
06/05/2024 | 0.22% | 53.58 CHF | 53.69 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 105,414 CHF | 105,644 CHF | 99.54% | 99.54% |
03/05/2024 | 0.23% | 49.14 CHF | 49.26 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 102,005 CHF | 102,243 CHF | 99.51% | 99.51% |
02/05/2024 | 0.23% | 52.35 CHF | 52.47 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 104,934 CHF | 105,171 CHF | 99.42% | 99.42% |