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 | 0.06% | 16.13 CHF | 16.14 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,073,250 CHF | 6,077,000 CHF | 99.98% | 99.98% |
24/04/2024 | 0.06% | 16.39 CHF | 16.40 CHF | 375,000 | 375,000 | 374,918 | 374,918 | 6,221,140 CHF | 6,224,890 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 16.48 CHF | 16.49 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,098,810 CHF | 6,102,560 CHF | 99.99% | 99.99% |
22/04/2024 | 0.06% | 15.87 CHF | 15.88 CHF | 375,000 | 375,000 | 374,873 | 374,873 | 5,937,210 CHF | 5,940,960 CHF | 99.99% | 99.99% |
19/04/2024 | 0.06% | 15.68 CHF | 15.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,844,260 CHF | 5,848,010 CHF | 99.57% | 99.57% |
18/04/2024 | 0.06% | 15.91 CHF | 15.92 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,911,440 CHF | 5,915,190 CHF | 99.98% | 99.98% |
17/04/2024 | 0.06% | 15.81 CHF | 15.82 CHF | 375,000 | 375,000 | 374,320 | 374,320 | 5,946,190 CHF | 5,949,940 CHF | 100.00% | 100.00% |
16/04/2024 | 0.06% | 15.69 CHF | 15.70 CHF | 375,000 | 375,000 | 374,327 | 374,327 | 5,905,170 CHF | 5,908,920 CHF | 99.94% | 99.94% |
15/04/2024 | 0.06% | 16.23 CHF | 16.24 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,155,860 CHF | 6,159,610 CHF | 99.83% | 99.83% |
12/04/2024 | 0.06% | 15.95 CHF | 15.96 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,133,570 CHF | 6,137,320 CHF | 100.00% | 100.00% |