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 | 0.08% | 11.13 CHF | 11.14 CHF | 217,900 | 217,900 | 217,900 | 217,900 | 2,567,210 CHF | 2,569,390 CHF | 99.85% | 99.85% |
23/04/2024 | 0.08% | 12.37 CHF | 12.38 CHF | 223,800 | 223,800 | 223,800 | 223,800 | 2,702,320 CHF | 2,704,560 CHF | 99.32% | 99.32% |
22/04/2024 | 0.09% | 11.51 CHF | 11.52 CHF | 230,600 | 230,600 | 230,356 | 230,356 | 2,705,830 CHF | 2,708,130 CHF | 100.00% | 100.00% |
19/04/2024 | 0.09% | 11.39 CHF | 11.40 CHF | 237,200 | 237,200 | 237,200 | 237,200 | 2,613,600 CHF | 2,615,970 CHF | 100.00% | 100.00% |
18/04/2024 | 0.09% | 11.62 CHF | 11.63 CHF | 237,900 | 237,900 | 237,900 | 237,900 | 2,671,270 CHF | 2,673,650 CHF | 99.98% | 99.98% |
17/04/2024 | 0.15% | 11.09 CHF | 11.10 CHF | 236,300 | 236,300 | 235,925 | 235,925 | 2,673,030 CHF | 2,677,130 CHF | 100.00% | 100.00% |
16/04/2024 | 0.16% | 11.19 CHF | 11.20 CHF | 238,100 | 238,100 | 237,974 | 237,974 | 2,670,430 CHF | 2,674,670 CHF | 99.82% | 99.82% |
15/04/2024 | 0.15% | 11.70 CHF | 11.71 CHF | 229,600 | 229,600 | 229,600 | 229,600 | 2,726,120 CHF | 2,730,210 CHF | 99.02% | 99.02% |
12/04/2024 | 0.08% | 11.75 CHF | 11.76 CHF | 215,100 | 215,100 | 215,100 | 215,100 | 2,648,910 CHF | 2,651,060 CHF | 100.00% | 100.00% |
11/04/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 214,800 | 214,800 | 214,800 | 214,800 | 2,650,580 CHF | 2,652,720 CHF | 99.33% | 99.33% |