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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.06% | 17.55 CHF | 17.56 CHF | 375,000 | 375,000 | 372,325 | 372,325 | 6,552,850 CHF | 6,556,580 CHF | 99.63% | 99.63% |
26/04/2024 | 0.06% | 17.62 CHF | 17.63 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,554,550 CHF | 6,558,300 CHF | 99.13% | 99.13% |
25/04/2024 | 0.06% | 17.18 CHF | 17.19 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,468,230 CHF | 6,471,980 CHF | 100.00% | 100.00% |
24/04/2024 | 0.06% | 17.44 CHF | 17.45 CHF | 375,000 | 375,000 | 374,917 | 374,917 | 6,615,040 CHF | 6,618,790 CHF | 100.00% | 100.00% |
23/04/2024 | 0.06% | 17.53 CHF | 17.54 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,491,060 CHF | 6,494,810 CHF | 100.00% | 100.00% |
22/04/2024 | 0.06% | 16.91 CHF | 16.92 CHF | 375,000 | 375,000 | 374,842 | 374,842 | 6,327,730 CHF | 6,331,480 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 16.72 CHF | 16.73 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,234,400 CHF | 6,238,150 CHF | 99.56% | 99.56% |
18/04/2024 | 0.06% | 16.96 CHF | 16.97 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,302,430 CHF | 6,306,180 CHF | 99.97% | 99.97% |
17/04/2024 | 0.06% | 16.85 CHF | 16.86 CHF | 375,000 | 375,000 | 374,244 | 374,244 | 6,334,680 CHF | 6,338,430 CHF | 100.00% | 100.00% |
16/04/2024 | 0.06% | 16.73 CHF | 16.74 CHF | 375,000 | 375,000 | 374,322 | 374,322 | 6,295,180 CHF | 6,298,930 CHF | 99.94% | 99.94% |