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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/04/2024 | 0.04% | 24.90 CHF | 24.91 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 6,144,550 CHF | 6,147,050 CHF | 99.98% | 99.98% |
22/04/2024 | 0.04% | 24.09 CHF | 24.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,061,620 CHF | 6,064,120 CHF | 99.99% | 99.99% |
19/04/2024 | 0.04% | 24.28 CHF | 24.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,061,670 CHF | 6,064,170 CHF | 99.99% | 99.99% |
18/04/2024 | 0.04% | 24.84 CHF | 24.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,153,340 CHF | 6,155,840 CHF | 100.00% | 100.00% |
17/04/2024 | 0.04% | 24.79 CHF | 24.80 CHF | 250,000 | 250,000 | 249,508 | 249,508 | 6,223,150 CHF | 6,225,650 CHF | 99.99% | 99.99% |
16/04/2024 | 0.04% | 24.86 CHF | 24.87 CHF | 250,000 | 250,000 | 249,577 | 249,577 | 6,226,190 CHF | 6,228,690 CHF | 99.82% | 99.82% |
15/04/2024 | 0.04% | 25.61 CHF | 25.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,452,260 CHF | 6,454,760 CHF | 99.80% | 99.80% |
12/04/2024 | 0.04% | 25.70 CHF | 25.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,510,820 CHF | 6,513,320 CHF | 100.00% | 100.00% |
11/04/2024 | 0.04% | 25.78 CHF | 25.79 CHF | 250,000 | 250,000 | 249,963 | 249,963 | 6,447,080 CHF | 6,449,580 CHF | 99.88% | 99.88% |
10/04/2024 | 0.04% | 25.85 CHF | 25.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,502,570 CHF | 6,505,070 CHF | 99.64% | 99.64% |