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 | 0.30% | 55.72 CHF | 55.89 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 114,451 CHF | 114,794 CHF | 99.58% | 99.58% |
15/05/2024 | 0.27% | 59.19 CHF | 59.36 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 118,669 CHF | 118,989 CHF | 99.50% | 99.50% |
14/05/2024 | 0.28% | 57.48 CHF | 57.63 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 114,795 CHF | 115,112 CHF | 99.60% | 99.60% |
13/05/2024 | 0.28% | 57.38 CHF | 57.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 114,111 CHF | 114,426 CHF | 99.51% | 99.51% |
10/05/2024 | 0.27% | 57.16 CHF | 57.31 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 115,753 CHF | 116,065 CHF | 99.55% | 99.55% |
08/05/2024 | 0.28% | 54.08 CHF | 54.23 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 108,398 CHF | 108,702 CHF | 99.53% | 99.53% |
07/05/2024 | 0.28% | 54.79 CHF | 54.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 108,859 CHF | 109,164 CHF | 99.53% | 99.53% |
06/05/2024 | 0.27% | 55.20 CHF | 55.35 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 109,983 CHF | 110,285 CHF | 99.48% | 99.48% |
03/05/2024 | 0.28% | 54.21 CHF | 54.36 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 109,438 CHF | 109,743 CHF | 99.60% | 99.60% |
02/05/2024 | 0.27% | 54.86 CHF | 55.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 109,859 CHF | 110,155 CHF | 99.50% | 99.50% |