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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.22% | 124.61 CHF | 124.89 CHF | 3,700 | 3,700 | 3,699 | 3,699 | 460,765 CHF | 461,775 CHF | 99.04% | 99.04% |
13/05/2024 | 0.22% | 124.11 CHF | 124.39 CHF | 3,700 | 3,700 | 3,700 | 3,700 | 459,640 CHF | 460,651 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 124.61 CHF | 124.89 CHF | 3,700 | 3,700 | 3,700 | 3,700 | 460,856 CHF | 461,866 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 124.11 CHF | 124.39 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 469,857 CHF | 470,894 CHF | 98.26% | 98.26% |
07/05/2024 | 0.22% | 123.61 CHF | 123.89 CHF | 3,800 | 3,800 | 3,799 | 3,799 | 469,302 CHF | 470,339 CHF | 99.46% | 99.46% |
06/05/2024 | 0.40% | 123.50 CHF | 124.00 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 469,269 CHF | 471,169 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 123.00 CHF | 123.50 CHF | 3,800 | 3,800 | 3,801 | 3,801 | 467,671 CHF | 469,347 CHF | 100.00% | 100.00% |
02/05/2024 | 0.22% | 122.11 CHF | 122.39 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 476,390 CHF | 477,455 CHF | 100.00% | 100.00% |
30/04/2024 | 0.22% | 122.11 CHF | 122.39 CHF | 3,900 | 3,900 | 3,897 | 3,897 | 475,934 CHF | 476,999 CHF | 100.00% | 100.00% |
29/04/2024 | 0.22% | 122.11 CHF | 122.39 CHF | 3,900 | 3,900 | 3,825 | 3,825 | 467,963 CHF | 469,007 CHF | 100.00% | 100.00% |