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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.06% | 16.55 CHF | 16.56 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,211,820 CHF | 6,215,570 CHF | 99.57% | 99.57% |
30/04/2024 | 0.06% | 16.63 CHF | 16.64 CHF | 375,000 | 375,000 | 374,725 | 374,725 | 6,300,080 CHF | 6,303,830 CHF | 100.00% | 100.00% |
29/04/2024 | 0.06% | 16.96 CHF | 16.97 CHF | 375,000 | 375,000 | 372,324 | 372,324 | 6,335,820 CHF | 6,339,550 CHF | 99.59% | 99.59% |
26/04/2024 | 0.06% | 17.03 CHF | 17.04 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,335,780 CHF | 6,339,530 CHF | 99.14% | 99.14% |
25/04/2024 | 0.06% | 16.60 CHF | 16.61 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,249,330 CHF | 6,253,080 CHF | 99.97% | 99.97% |
24/04/2024 | 0.06% | 16.86 CHF | 16.87 CHF | 375,000 | 375,000 | 374,919 | 374,919 | 6,396,830 CHF | 6,400,580 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 16.95 CHF | 16.96 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,273,690 CHF | 6,277,440 CHF | 100.00% | 100.00% |
22/04/2024 | 0.06% | 16.34 CHF | 16.35 CHF | 375,000 | 375,000 | 374,900 | 374,900 | 6,111,970 CHF | 6,115,720 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 16.15 CHF | 16.16 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,018,180 CHF | 6,021,930 CHF | 99.57% | 99.57% |
18/04/2024 | 0.06% | 16.38 CHF | 16.39 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,085,800 CHF | 6,089,550 CHF | 99.97% | 99.97% |