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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.04% | 26.59 CHF | 26.60 CHF | 250,000 | 250,000 | 249,987 | 249,987 | 6,611,320 CHF | 6,613,820 CHF | 99.62% | 99.62% |
25/04/2024 | 0.04% | 25.75 CHF | 25.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,484,880 CHF | 6,487,380 CHF | 99.95% | 99.95% |
24/04/2024 | 0.04% | 26.23 CHF | 26.24 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 6,600,190 CHF | 6,602,690 CHF | 99.84% | 99.84% |
23/04/2024 | 0.04% | 26.19 CHF | 26.20 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 6,467,640 CHF | 6,470,140 CHF | 99.98% | 99.98% |
22/04/2024 | 0.04% | 25.37 CHF | 25.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,383,630 CHF | 6,386,130 CHF | 99.99% | 99.99% |
19/04/2024 | 0.04% | 25.57 CHF | 25.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,383,330 CHF | 6,385,830 CHF | 99.95% | 99.95% |
18/04/2024 | 0.04% | 26.13 CHF | 26.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,474,620 CHF | 6,477,120 CHF | 99.97% | 99.97% |
17/04/2024 | 0.04% | 26.09 CHF | 26.10 CHF | 250,000 | 250,000 | 249,511 | 249,511 | 6,546,000 CHF | 6,548,500 CHF | 99.98% | 99.98% |
16/04/2024 | 0.04% | 26.15 CHF | 26.16 CHF | 250,000 | 250,000 | 249,584 | 249,584 | 6,548,540 CHF | 6,551,040 CHF | 99.82% | 99.82% |
15/04/2024 | 0.04% | 26.90 CHF | 26.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,776,130 CHF | 6,778,630 CHF | 99.81% | 99.81% |