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 | 0.41% | 55.34 CHF | 55.56 CHF | 250 | 250 | 250 | 250 | 13,509 CHF | 13,565 CHF | 100.00% | 100.00% |
15/05/2024 | 0.39% | 57.34 CHF | 57.58 CHF | 250 | 250 | 250 | 250 | 14,877 CHF | 14,935 CHF | 100.00% | 100.00% |
14/05/2024 | 0.39% | 61.26 CHF | 61.50 CHF | 250 | 250 | 250 | 250 | 15,830 CHF | 15,892 CHF | 100.00% | 100.00% |
13/05/2024 | 0.38% | 65.24 CHF | 65.49 CHF | 250 | 250 | 250 | 250 | 16,520 CHF | 16,583 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 65.37 CHF | 65.61 CHF | 250 | 250 | 250 | 250 | 16,337 CHF | 16,396 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 59.37 CHF | 59.61 CHF | 250 | 250 | 250 | 250 | 14,769 CHF | 14,827 CHF | 100.00% | 100.00% |
07/05/2024 | 0.37% | 60.52 CHF | 60.75 CHF | 250 | 250 | 250 | 250 | 15,391 CHF | 15,449 CHF | 100.00% | 100.00% |
06/05/2024 | 0.37% | 60.30 CHF | 60.52 CHF | 250 | 250 | 250 | 250 | 14,951 CHF | 15,006 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 55.79 CHF | 56.02 CHF | 250 | 250 | 250 | 250 | 14,607 CHF | 14,664 CHF | 100.00% | 100.00% |
02/05/2024 | 0.40% | 60.62 CHF | 60.85 CHF | 250 | 250 | 412 | 412 | 23,740 CHF | 23,835 CHF | 99.91% | 99.91% |