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 | 0.04% | 23.88 CHF | 23.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,016,930 CHF | 6,019,430 CHF | 99.89% | 99.89% |
24/04/2024 | 0.04% | 24.37 CHF | 24.38 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 6,133,380 CHF | 6,135,880 CHF | 99.84% | 99.84% |
23/04/2024 | 0.04% | 24.33 CHF | 24.34 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 6,001,200 CHF | 6,003,700 CHF | 99.97% | 99.97% |
22/04/2024 | 0.04% | 23.51 CHF | 23.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,918,200 CHF | 5,920,700 CHF | 100.00% | 100.00% |
19/04/2024 | 0.04% | 23.71 CHF | 23.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,918,810 CHF | 5,921,310 CHF | 99.98% | 99.98% |
18/04/2024 | 0.04% | 24.27 CHF | 24.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,010,420 CHF | 6,012,920 CHF | 99.99% | 99.99% |
17/04/2024 | 0.04% | 24.22 CHF | 24.23 CHF | 250,000 | 250,000 | 249,538 | 249,538 | 6,080,990 CHF | 6,083,490 CHF | 99.96% | 99.96% |
16/04/2024 | 0.04% | 24.29 CHF | 24.30 CHF | 250,000 | 250,000 | 249,571 | 249,571 | 6,082,860 CHF | 6,085,360 CHF | 99.81% | 99.81% |
15/04/2024 | 0.04% | 25.03 CHF | 25.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,308,840 CHF | 6,311,340 CHF | 99.82% | 99.82% |
12/04/2024 | 0.04% | 25.13 CHF | 25.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,367,630 CHF | 6,370,130 CHF | 99.99% | 99.99% |