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 | 0.12% | 8.20 CHF | 8.21 CHF | 854,500 | 854,500 | 854,500 | 854,500 | 6,893,270 CHF | 6,901,820 CHF | 99.13% | 99.13% |
25/04/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 829,600 | 829,600 | 829,548 | 829,548 | 6,518,830 CHF | 6,527,130 CHF | 100.00% | 100.00% |
23/04/2024 | 0.13% | 8.15 CHF | 8.16 CHF | 859,900 | 859,900 | 859,784 | 859,784 | 6,853,530 CHF | 6,862,130 CHF | 99.99% | 99.99% |
22/04/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 876,700 | 876,700 | 876,520 | 876,520 | 6,671,300 CHF | 6,680,070 CHF | 100.00% | 100.00% |
19/04/2024 | 0.14% | 7.48 CHF | 7.49 CHF | 861,500 | 861,500 | 861,500 | 861,500 | 6,377,440 CHF | 6,386,060 CHF | 99.56% | 99.56% |
18/04/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 870,900 | 870,900 | 870,900 | 870,900 | 6,572,730 CHF | 6,581,440 CHF | 99.98% | 99.98% |
17/04/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 871,200 | 871,200 | 869,518 | 869,518 | 6,658,880 CHF | 6,667,600 CHF | 100.00% | 100.00% |
16/04/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 832,500 | 832,500 | 832,489 | 832,489 | 6,291,600 CHF | 6,299,920 CHF | 99.88% | 99.88% |
15/04/2024 | 0.12% | 7.96 CHF | 7.97 CHF | 844,900 | 844,900 | 844,900 | 844,900 | 6,864,100 CHF | 6,872,550 CHF | 99.83% | 99.83% |
12/04/2024 | 0.12% | 7.73 CHF | 7.74 CHF | 841,100 | 841,100 | 841,100 | 841,100 | 6,793,110 CHF | 6,801,520 CHF | 99.99% | 99.99% |