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 | 1.00% | 123.91 CHF | 125.15 CHF | 808 | 800 | 814 | 806 | 100,113 CHF | 100,124 CHF | 99.99% | 99.99% |
15/05/2024 | 0.99% | 122.62 CHF | 123.85 CHF | 817 | 808 | 814 | 806 | 100,125 CHF | 100,129 CHF | 99.99% | 99.99% |
14/05/2024 | 0.99% | 121.57 CHF | 122.79 CHF | 824 | 815 | 826 | 818 | 100,125 CHF | 100,117 CHF | 99.97% | 99.97% |
13/05/2024 | 0.99% | 120.96 CHF | 122.17 CHF | 828 | 820 | 826 | 817 | 100,122 CHF | 100,119 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 121.94 CHF | 123.16 CHF | 821 | 813 | 823 | 814 | 100,121 CHF | 100,120 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 118.09 CHF | 119.27 CHF | 848 | 839 | 860 | 851 | 100,118 CHF | 100,117 CHF | 99.74% | 99.74% |
07/05/2024 | 1.00% | 115.15 CHF | 116.30 CHF | 869 | 861 | 871 | 863 | 100,108 CHF | 100,120 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 114.92 CHF | 116.07 CHF | 871 | 863 | 873 | 865 | 100,109 CHF | 100,122 CHF | 99.90% | 99.90% |
03/05/2024 | 0.99% | 113.25 CHF | 114.38 CHF | 884 | 875 | 877 | 868 | 100,110 CHF | 100,117 CHF | 99.95% | 99.95% |
02/05/2024 | 0.99% | 113.97 CHF | 115.11 CHF | 878 | 870 | 882 | 873 | 100,116 CHF | 100,118 CHF | 99.56% | 99.56% |