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 | 0.23% | 223.75 CHF | 224.26 CHF | 3,300 | 3,300 | 3,381 | 3,381 | 752,706 CHF | 754,433 CHF | 98.94% | 98.94% |
13/05/2024 | 0.44% | 227.00 CHF | 228.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 744,671 CHF | 747,971 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 224.50 CHF | 225.50 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 742,399 CHF | 745,699 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 221.25 CHF | 221.76 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 752,880 CHF | 754,618 CHF | 98.03% | 98.03% |
07/05/2024 | 0.23% | 221.25 CHF | 221.76 CHF | 3,400 | 3,400 | 3,399 | 3,399 | 746,549 CHF | 748,287 CHF | 99.58% | 99.58% |
06/05/2024 | 0.46% | 218.00 CHF | 219.00 CHF | 3,400 | 3,400 | 3,406 | 3,406 | 741,007 CHF | 744,413 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 216.00 CHF | 217.00 CHF | 3,500 | 3,500 | 3,490 | 3,490 | 750,061 CHF | 753,106 CHF | 99.97% | 99.97% |
02/05/2024 | 0.23% | 213.25 CHF | 213.76 CHF | 3,500 | 3,500 | 3,429 | 3,429 | 746,859 CHF | 748,612 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 219.50 CHF | 220.50 CHF | 3,400 | 3,400 | 3,398 | 3,398 | 744,444 CHF | 747,842 CHF | 100.00% | 100.00% |
29/04/2024 | 0.45% | 220.50 CHF | 221.50 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 752,894 CHF | 756,294 CHF | 100.00% | 100.00% |