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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.04% | 26.70 CHF | 26.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,723,020 CHF | 6,725,520 CHF | 99.90% | 99.90% |
24/04/2024 | 0.04% | 27.20 CHF | 27.21 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 6,840,660 CHF | 6,843,160 CHF | 99.84% | 99.84% |
23/04/2024 | 0.04% | 27.14 CHF | 27.15 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 6,705,180 CHF | 6,707,680 CHF | 99.98% | 99.98% |
22/04/2024 | 0.04% | 26.33 CHF | 26.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,621,240 CHF | 6,623,740 CHF | 100.00% | 100.00% |
19/04/2024 | 0.04% | 26.51 CHF | 26.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,620,240 CHF | 6,622,740 CHF | 100.00% | 100.00% |
18/04/2024 | 0.04% | 27.08 CHF | 27.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,711,750 CHF | 6,714,250 CHF | 99.95% | 99.95% |
17/04/2024 | 0.04% | 27.03 CHF | 27.04 CHF | 250,000 | 250,000 | 249,541 | 249,541 | 6,781,660 CHF | 6,784,160 CHF | 99.99% | 99.99% |
16/04/2024 | 0.04% | 27.10 CHF | 27.11 CHF | 250,000 | 250,000 | 249,585 | 249,585 | 6,786,190 CHF | 6,788,690 CHF | 99.83% | 99.83% |
15/04/2024 | 0.04% | 27.85 CHF | 27.86 CHF | 250,000 | 250,000 | 220,175 | 220,175 | 6,173,670 CHF | 6,175,870 CHF | 99.78% | 99.78% |
12/04/2024 | 0.04% | 27.94 CHF | 27.95 CHF | 250,000 | 250,000 | 147,809 | 147,809 | 4,173,630 CHF | 4,175,100 CHF | 100.00% | 100.00% |