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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 1.00% | 132.23 CHF | 133.56 CHF | 755 | 747 | 757 | 750 | 99,834 CHF | 99,835 CHF | 99.45% | 99.45% |
24/05/2024 | 1.00% | 130.93 CHF | 132.24 CHF | 762 | 755 | 770 | 762 | 99,818 CHF | 99,826 CHF | 99.91% | 99.91% |
23/05/2024 | 1.00% | 129.68 CHF | 130.98 CHF | 770 | 762 | 768 | 761 | 99,823 CHF | 99,829 CHF | 99.94% | 99.94% |
22/05/2024 | 1.00% | 131.03 CHF | 132.34 CHF | 762 | 754 | 740 | 732 | 99,628 CHF | 99,636 CHF | 95.89% | 95.89% |
21/05/2024 | 1.00% | 138.46 CHF | 139.85 CHF | 719 | 712 | 722 | 714 | 99,743 CHF | 99,563 CHF | 83.58% | 99.97% |
17/05/2024 | 1.00% | 135.70 CHF | 137.07 CHF | 734 | 726 | 748 | 741 | 99,525 CHF | 99,545 CHF | 100.00% | 100.00% |
16/05/2024 | 1.00% | 131.20 CHF | 132.52 CHF | 759 | 751 | 757 | 749 | 99,528 CHF | 99,535 CHF | 99.99% | 99.99% |
15/05/2024 | 1.00% | 131.72 CHF | 133.05 CHF | 756 | 748 | 746 | 739 | 99,543 CHF | 99,534 CHF | 100.00% | 100.00% |
14/05/2024 | 1.00% | 132.50 CHF | 133.83 CHF | 751 | 744 | 766 | 758 | 99,519 CHF | 99,527 CHF | 99.95% | 99.95% |
13/05/2024 | 1.00% | 128.29 CHF | 129.58 CHF | 776 | 768 | 775 | 768 | 99,509 CHF | 99,516 CHF | 100.00% | 100.00% |