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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,969,520 CHF | 1,972,520 CHF | 99.75% | 99.75% |
29/04/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,039,790 CHF | 2,042,790 CHF | 99.89% | 99.89% |
26/04/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,065,030 CHF | 2,068,030 CHF | 100.00% | 100.00% |
25/04/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,019,420 CHF | 2,022,420 CHF | 84.41% | 84.41% |
24/04/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,000,760 CHF | 2,003,760 CHF | 100.00% | 100.00% |
23/04/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,965,900 CHF | 1,968,900 CHF | 99.06% | 99.06% |
22/04/2024 | 0.14% | 6.82 CHF | 6.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,081,750 CHF | 2,084,750 CHF | 100.00% | 100.00% |
19/04/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,168,500 CHF | 2,171,500 CHF | 99.82% | 99.82% |
18/04/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,167,220 CHF | 2,170,220 CHF | 100.00% | 100.00% |
17/04/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,191,410 CHF | 2,194,410 CHF | 99.68% | 99.68% |