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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 0.06% | 17.45 CHF | 17.46 CHF | 375,000 | 375,000 | 374,733 | 374,733 | 6,607,000 CHF | 6,610,750 CHF | 100.00% | 100.00% |
29/04/2024 | 0.06% | 17.78 CHF | 17.79 CHF | 375,000 | 375,000 | 372,315 | 372,315 | 6,639,880 CHF | 6,643,610 CHF | 99.59% | 99.59% |
26/04/2024 | 0.06% | 17.85 CHF | 17.86 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,642,520 CHF | 6,646,270 CHF | 99.15% | 99.15% |
25/04/2024 | 0.06% | 17.42 CHF | 17.43 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,556,240 CHF | 6,559,980 CHF | 99.98% | 99.98% |
24/04/2024 | 0.06% | 17.68 CHF | 17.69 CHF | 375,000 | 375,000 | 374,918 | 374,918 | 6,702,880 CHF | 6,706,640 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 17.76 CHF | 17.77 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,578,460 CHF | 6,582,210 CHF | 99.98% | 99.98% |
22/04/2024 | 0.06% | 17.15 CHF | 17.16 CHF | 375,000 | 375,000 | 374,875 | 374,875 | 6,415,400 CHF | 6,419,140 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 16.95 CHF | 16.96 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,321,320 CHF | 6,325,070 CHF | 99.56% | 99.56% |
18/04/2024 | 0.06% | 17.19 CHF | 17.20 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,389,560 CHF | 6,393,310 CHF | 99.99% | 99.99% |
17/04/2024 | 0.06% | 17.09 CHF | 17.10 CHF | 375,000 | 375,000 | 374,303 | 374,303 | 6,422,550 CHF | 6,426,300 CHF | 99.99% | 99.99% |