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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/04/2024 | 1.00% | 266.62 CHF | 269.30 CHF | 1,500 | 1,475 | 1,500 | 1,485 | 390,786 CHF | 390,631 CHF | 100.00% | 100.00% |
17/04/2024 | 1.00% | 255.47 CHF | 258.04 CHF | 1,490 | 1,320 | 1,497 | 1,398 | 394,914 CHF | 372,713 CHF | 100.00% | 100.00% |
16/04/2024 | 1.00% | 262.33 CHF | 264.97 CHF | 1,500 | 1,498 | 1,467 | 1,458 | 391,010 CHF | 392,505 CHF | 99.70% | 100.00% |
15/04/2024 | 1.00% | 272.11 CHF | 274.84 CHF | 1,500 | 1,198 | 1,500 | 1,274 | 420,864 CHF | 361,239 CHF | 100.00% | 100.00% |
12/04/2024 | 1.00% | 298.37 CHF | 301.37 CHF | 1,500 | 1,469 | 1,500 | 1,494 | 455,926 CHF | 458,544 CHF | 100.00% | 100.00% |
11/04/2024 | 1.00% | 303.18 CHF | 306.23 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 462,937 CHF | 467,590 CHF | 100.00% | 100.00% |
10/04/2024 | 1.00% | 300.72 CHF | 303.74 CHF | 1,489 | 1,500 | 1,492 | 1,500 | 449,173 CHF | 456,109 CHF | 98.66% | 98.66% |
09/04/2024 | 1.00% | 300.37 CHF | 303.39 CHF | 1,493 | 1,480 | 1,496 | 1,498 | 464,567 CHF | 469,939 CHF | 100.00% | 100.00% |
08/04/2024 | 1.00% | 313.40 CHF | 316.55 CHF | 1,420 | 1,500 | 1,384 | 1,497 | 429,357 CHF | 468,787 CHF | 100.00% | 100.00% |
05/04/2024 | 1.00% | 284.44 CHF | 287.30 CHF | 1,500 | 1,486 | 1,500 | 1,492 | 421,896 CHF | 423,867 CHF | 100.00% | 100.00% |