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 | 0.79% | 187.50 CHF | 188.98 CHF | 6,000 | 6,000 | 5,998 | 6,000 | 1,126,070 CHF | 1,135,320 CHF | 100.00% | 100.00% |
15/05/2024 | 0.79% | 187.23 CHF | 188.72 CHF | 5,979 | 5,675 | 5,987 | 5,767 | 1,113,070 CHF | 1,080,780 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 184.98 CHF | 186.45 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 1,107,340 CHF | 1,116,130 CHF | 100.00% | 100.00% |
13/05/2024 | 0.79% | 185.19 CHF | 186.66 CHF | 6,000 | 6,000 | 5,966 | 5,962 | 1,105,370 CHF | 1,113,290 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 185.11 CHF | 186.58 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 1,109,250 CHF | 1,118,030 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 182.81 CHF | 184.26 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 1,097,360 CHF | 1,106,060 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 182.50 CHF | 183.95 CHF | 6,000 | 5,890 | 6,000 | 5,987 | 1,090,060 CHF | 1,096,390 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 179.33 CHF | 180.75 CHF | 6,000 | 6,000 | 5,809 | 6,000 | 1,040,810 CHF | 1,083,590 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 178.19 CHF | 179.60 CHF | 6,000 | 6,000 | 5,997 | 6,000 | 1,067,930 CHF | 1,076,990 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 176.29 CHF | 177.68 CHF | 6,000 | 6,000 | 5,995 | 5,991 | 1,062,100 CHF | 1,069,890 CHF | 100.00% | 100.00% |