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 | 0.96% | 224.74 CHF | 226.99 CHF | 446 | 441 | 446 | 319 | 100,236 CHF | 72,364 CHF | 99.88% | 99.88% |
15/05/2024 | 1.00% | 224.92 CHF | 227.17 CHF | 445 | 441 | 447 | 443 | 99,991 CHF | 100,145 CHF | 99.80% | 99.82% |
14/05/2024 | 1.00% | 222.14 CHF | 224.36 CHF | 451 | 446 | 452 | 448 | 100,134 CHF | 100,139 CHF | 99.99% | 99.99% |
13/05/2024 | 1.00% | 221.44 CHF | 223.66 CHF | 452 | 448 | 452 | 448 | 100,088 CHF | 100,131 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 221.30 CHF | 223.52 CHF | 452 | 448 | 453 | 448 | 100,124 CHF | 100,093 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 218.52 CHF | 220.71 CHF | 458 | 454 | 458 | 453 | 100,124 CHF | 100,120 CHF | 97.77% | 97.77% |
07/05/2024 | 1.00% | 217.64 CHF | 219.82 CHF | 460 | 456 | 462 | 458 | 100,108 CHF | 100,149 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 214.80 CHF | 216.95 CHF | 466 | 462 | 466 | 462 | 100,111 CHF | 100,115 CHF | 99.90% | 99.90% |
03/05/2024 | 1.00% | 213.48 CHF | 215.62 CHF | 469 | 464 | 469 | 464 | 100,119 CHF | 100,126 CHF | 99.88% | 99.88% |
02/05/2024 | 1.00% | 212.02 CHF | 214.14 CHF | 472 | 468 | 471 | 467 | 100,115 CHF | 100,110 CHF | 99.55% | 99.55% |