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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/04/2024 | 1.00% | 5,652.92 CHF | 5,709.73 CHF | 144 | 150 | 144 | 150 | 808,810 CHF | 850,831 CHF | 100.00% | 100.00% |
22/04/2024 | 1.00% | 5,582.75 CHF | 5,638.86 CHF | 149 | 145 | 150 | 146 | 837,024 CHF | 826,096 CHF | 100.00% | 100.00% |
19/04/2024 | 1.00% | 5,459.93 CHF | 5,514.80 CHF | 130 | 149 | 141 | 149 | 769,884 CHF | 826,258 CHF | 99.59% | 99.59% |
18/04/2024 | 1.00% | 5,423.58 CHF | 5,478.09 CHF | 142 | 144 | 143 | 147 | 752,225 CHF | 782,724 CHF | 99.98% | 99.98% |
17/04/2024 | 1.00% | 5,154.75 CHF | 5,206.56 CHF | 145 | 149 | 145 | 150 | 771,914 CHF | 806,410 CHF | 99.99% | 99.99% |
16/04/2024 | 1.00% | 5,263.06 CHF | 5,315.96 CHF | 150 | 142 | 148 | 143 | 789,169 CHF | 773,586 CHF | 99.29% | 100.00% |
15/04/2024 | 1.00% | 5,486.21 CHF | 5,541.35 CHF | 146 | 133 | 146 | 139 | 823,145 CHF | 791,720 CHF | 100.00% | 100.00% |
12/04/2024 | 1.00% | 5,888.54 CHF | 5,947.72 CHF | 149 | 147 | 150 | 147 | 896,550 CHF | 891,655 CHF | 100.00% | 100.00% |
11/04/2024 | 1.00% | 5,920.37 CHF | 5,979.87 CHF | 150 | 146 | 150 | 149 | 899,138 CHF | 899,859 CHF | 100.00% | 100.00% |
10/04/2024 | 1.00% | 5,811.41 CHF | 5,869.82 CHF | 149 | 147 | 149 | 147 | 864,649 CHF | 863,250 CHF | 98.40% | 98.40% |