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% | 17.60 CHF | 17.61 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,606,250 CHF | 6,610,000 CHF | 99.63% | 99.63% |
30/04/2024 | 0.06% | 17.68 CHF | 17.69 CHF | 375,000 | 375,000 | 374,727 | 374,727 | 6,694,840 CHF | 6,698,590 CHF | 100.00% | 100.00% |
29/04/2024 | 0.06% | 18.01 CHF | 18.02 CHF | 375,000 | 375,000 | 372,316 | 372,316 | 6,727,200 CHF | 6,730,930 CHF | 99.58% | 99.58% |
26/04/2024 | 0.06% | 18.09 CHF | 18.10 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,730,500 CHF | 6,734,250 CHF | 99.11% | 99.11% |
25/04/2024 | 0.06% | 17.65 CHF | 17.66 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,644,310 CHF | 6,648,060 CHF | 99.95% | 99.95% |
24/04/2024 | 0.06% | 17.91 CHF | 17.92 CHF | 375,000 | 375,000 | 374,919 | 374,919 | 6,790,700 CHF | 6,794,450 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 18.00 CHF | 18.01 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,665,880 CHF | 6,669,630 CHF | 100.00% | 100.00% |
22/04/2024 | 0.06% | 17.38 CHF | 17.39 CHF | 375,000 | 375,000 | 374,902 | 374,902 | 6,503,020 CHF | 6,506,770 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 17.19 CHF | 17.20 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,408,260 CHF | 6,412,010 CHF | 99.57% | 99.57% |
18/04/2024 | 0.06% | 17.42 CHF | 17.43 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,476,690 CHF | 6,480,440 CHF | 99.97% | 99.97% |