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 | 0.92% | 86.73 CHF | 87.53 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 213,767 CHF | 218,363 CHF | 100.00% | 100.00% |
17/04/2024 | 0.92% | 86.50 CHF | 87.30 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 213,252 CHF | 217,842 CHF | 100.00% | 100.00% |
16/04/2024 | 0.92% | 86.16 CHF | 86.96 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 212,856 CHF | 217,441 CHF | 100.00% | 100.00% |
15/04/2024 | 0.90% | 87.64 CHF | 88.44 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 217,385 CHF | 222,025 CHF | 100.00% | 100.00% |
12/04/2024 | 0.89% | 88.28 CHF | 89.08 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 219,822 CHF | 224,492 CHF | 100.00% | 100.00% |
11/04/2024 | 0.89% | 88.94 CHF | 89.74 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 220,284 CHF | 224,960 CHF | 100.00% | 100.00% |
10/04/2024 | 0.89% | 88.97 CHF | 89.77 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 221,431 CHF | 226,120 CHF | 98.55% | 98.55% |
09/04/2024 | 0.89% | 89.35 CHF | 90.15 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 221,416 CHF | 226,105 CHF | 100.00% | 100.00% |
08/04/2024 | 0.90% | 88.81 CHF | 89.61 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 218,536 CHF | 223,190 CHF | 100.00% | 100.00% |
05/04/2024 | 0.91% | 87.57 CHF | 88.37 CHF | 2,470 | 2,500 | 2,470 | 2,500 | 216,852 CHF | 221,486 CHF | 100.00% | 100.00% |