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% | 15.89 CHF | 15.90 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,985,270 CHF | 5,989,020 CHF | 99.98% | 99.98% |
24/04/2024 | 0.06% | 16.16 CHF | 16.17 CHF | 375,000 | 375,000 | 374,918 | 374,918 | 6,133,370 CHF | 6,137,120 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 16.25 CHF | 16.26 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,011,400 CHF | 6,015,150 CHF | 100.00% | 100.00% |
22/04/2024 | 0.06% | 15.64 CHF | 15.65 CHF | 375,000 | 375,000 | 374,841 | 374,841 | 5,849,530 CHF | 5,853,280 CHF | 100.00% | 100.00% |
19/04/2024 | 0.07% | 15.45 CHF | 15.46 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,757,330 CHF | 5,761,080 CHF | 99.57% | 99.57% |
18/04/2024 | 0.06% | 15.68 CHF | 15.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,824,350 CHF | 5,828,100 CHF | 99.95% | 99.95% |
17/04/2024 | 0.06% | 15.58 CHF | 15.59 CHF | 375,000 | 375,000 | 374,231 | 374,231 | 5,857,950 CHF | 5,861,700 CHF | 99.99% | 99.99% |
16/04/2024 | 0.06% | 15.46 CHF | 15.47 CHF | 375,000 | 375,000 | 374,300 | 374,300 | 5,817,850 CHF | 5,821,600 CHF | 99.95% | 99.95% |
15/04/2024 | 0.06% | 16.00 CHF | 16.01 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,068,580 CHF | 6,072,330 CHF | 99.82% | 99.82% |
12/04/2024 | 0.06% | 15.72 CHF | 15.73 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,046,400 CHF | 6,050,150 CHF | 100.00% | 100.00% |