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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/04/2024 | 0.10% | 21.77 CHF | 21.79 CHF | 94,900 | 94,900 | 94,900 | 94,900 | 1,982,410 CHF | 1,984,310 CHF | 99.57% | 99.57% |
22/04/2024 | 0.10% | 19.56 CHF | 19.58 CHF | 98,800 | 98,800 | 98,773 | 98,773 | 1,975,670 CHF | 1,977,640 CHF | 100.00% | 100.00% |
19/04/2024 | 0.10% | 20.25 CHF | 20.27 CHF | 94,400 | 94,400 | 94,400 | 94,400 | 1,904,940 CHF | 1,906,830 CHF | 99.96% | 99.96% |
18/04/2024 | 0.09% | 21.64 CHF | 21.66 CHF | 93,300 | 93,300 | 93,300 | 93,300 | 1,971,510 CHF | 1,973,370 CHF | 99.95% | 99.95% |
17/04/2024 | 0.12% | 21.48 CHF | 21.50 CHF | 90,500 | 90,500 | 90,325 | 90,325 | 1,984,920 CHF | 1,987,390 CHF | 99.95% | 99.95% |
16/04/2024 | 0.13% | 21.68 CHF | 21.70 CHF | 89,500 | 89,500 | 89,500 | 89,500 | 1,960,570 CHF | 1,963,060 CHF | 99.56% | 99.56% |
15/04/2024 | 0.18% | 23.87 CHF | 23.89 CHF | 83,800 | 83,800 | 83,800 | 83,800 | 2,053,220 CHF | 2,056,860 CHF | 99.33% | 99.33% |
12/04/2024 | 0.14% | 24.34 CHF | 24.36 CHF | 77,600 | 77,600 | 77,600 | 77,600 | 1,971,880 CHF | 1,974,640 CHF | 99.23% | 99.23% |
11/04/2024 | 0.08% | 24.64 CHF | 24.66 CHF | 80,400 | 80,400 | 80,398 | 80,398 | 1,982,530 CHF | 1,984,140 CHF | 99.28% | 99.28% |
10/04/2024 | 0.15% | 24.78 CHF | 24.80 CHF | 76,500 | 76,500 | 76,500 | 76,500 | 1,970,590 CHF | 1,973,640 CHF | 99.82% | 99.82% |