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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/04/2024 | 0.04% | 23.51 CHF | 23.52 CHF | 250,000 | 250,000 | 249,946 | 249,946 | 5,919,130 CHF | 5,921,630 CHF | 99.84% | 99.84% |
23/04/2024 | 0.04% | 23.47 CHF | 23.48 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,787,650 CHF | 5,790,150 CHF | 100.00% | 100.00% |
22/04/2024 | 0.04% | 22.66 CHF | 22.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,704,690 CHF | 5,707,190 CHF | 99.99% | 99.99% |
19/04/2024 | 0.04% | 22.86 CHF | 22.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,706,100 CHF | 5,708,600 CHF | 99.98% | 99.98% |
18/04/2024 | 0.04% | 23.41 CHF | 23.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,797,500 CHF | 5,800,000 CHF | 99.93% | 99.93% |
17/04/2024 | 0.04% | 23.37 CHF | 23.38 CHF | 250,000 | 250,000 | 249,542 | 249,542 | 5,868,200 CHF | 5,870,700 CHF | 99.98% | 99.98% |
16/04/2024 | 0.04% | 23.43 CHF | 23.44 CHF | 250,000 | 250,000 | 249,577 | 249,577 | 5,869,750 CHF | 5,872,250 CHF | 99.83% | 99.83% |
15/04/2024 | 0.04% | 24.18 CHF | 24.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,095,180 CHF | 6,097,680 CHF | 99.82% | 99.82% |
12/04/2024 | 0.04% | 24.28 CHF | 24.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,154,360 CHF | 6,156,860 CHF | 100.00% | 100.00% |
11/04/2024 | 0.04% | 24.35 CHF | 24.36 CHF | 250,000 | 250,000 | 249,958 | 249,958 | 6,090,710 CHF | 6,093,210 CHF | 99.88% | 99.88% |