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 | 1.00% | 5,520.38 CHF | 5,575.86 CHF | 134 | 150 | 141 | 150 | 785,249 CHF | 841,399 CHF | 100.00% | 100.00% |
15/05/2024 | 1.00% | 5,449.75 CHF | 5,504.52 CHF | 146 | 144 | 149 | 144 | 786,444 CHF | 772,303 CHF | 100.00% | 100.00% |
14/05/2024 | 1.00% | 5,206.89 CHF | 5,259.22 CHF | 145 | 148 | 149 | 148 | 776,178 CHF | 778,234 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 5,303.93 CHF | 5,357.24 CHF | 149 | 150 | 149 | 150 | 786,389 CHF | 799,612 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 5,132.56 CHF | 5,184.14 CHF | 150 | 150 | 150 | 150 | 794,626 CHF | 802,612 CHF | 99.99% | 99.99% |
08/05/2024 | 1.00% | 5,252.96 CHF | 5,305.75 CHF | 149 | 150 | 149 | 150 | 783,676 CHF | 796,855 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 5,384.11 CHF | 5,438.22 CHF | 147 | 150 | 148 | 150 | 793,646 CHF | 815,135 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 5,317.28 CHF | 5,370.72 CHF | 144 | 145 | 145 | 149 | 782,789 CHF | 813,071 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 5,170.36 CHF | 5,222.32 CHF | 136 | 142 | 140 | 144 | 708,356 CHF | 736,280 CHF | 98.71% | 98.71% |
02/05/2024 | 1.00% | 5,031.68 CHF | 5,082.25 CHF | 127 | 143 | 129 | 145 | 637,151 CHF | 724,121 CHF | 99.99% | 99.99% |