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 | 0.05% | 18.21 CHF | 18.22 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,167,980 CHF | 4,170,230 CHF | 99.98% | 99.98% |
24/04/2024 | 0.05% | 18.71 CHF | 18.72 CHF | 225,000 | 225,000 | 224,969 | 224,969 | 4,235,450 CHF | 4,237,700 CHF | 94.46% | 94.46% |
23/04/2024 | 0.05% | 18.77 CHF | 18.78 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,190,970 CHF | 4,193,220 CHF | 100.00% | 100.00% |
22/04/2024 | 0.05% | 18.35 CHF | 18.36 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,154,090 CHF | 4,156,340 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 18.25 CHF | 18.26 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,061,170 CHF | 4,063,420 CHF | 99.98% | 99.98% |
18/04/2024 | 0.06% | 18.41 CHF | 18.42 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,088,990 CHF | 4,091,240 CHF | 100.00% | 100.00% |
17/04/2024 | 0.05% | 18.14 CHF | 18.15 CHF | 225,000 | 225,000 | 224,561 | 224,561 | 4,098,010 CHF | 4,100,260 CHF | 99.98% | 99.98% |
16/04/2024 | 0.06% | 18.19 CHF | 18.20 CHF | 225,000 | 225,000 | 224,620 | 224,620 | 4,091,340 CHF | 4,093,590 CHF | 99.79% | 99.79% |
15/04/2024 | 0.05% | 18.46 CHF | 18.47 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,172,510 CHF | 4,174,760 CHF | 99.83% | 99.83% |
12/04/2024 | 0.05% | 18.45 CHF | 18.46 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,212,430 CHF | 4,214,680 CHF | 100.00% | 100.00% |