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 | 0.07% | 14.06 CHF | 14.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,421,040 CHF | 1,422,040 CHF | 99.96% | 99.96% |
26/04/2024 | 0.13% | 14.19 CHF | 14.20 CHF | 100,000 | 100,000 | 93,135 | 93,135 | 1,348,270 CHF | 1,349,370 CHF | 95.44% | 95.44% |
25/04/2024 | 0.20% | 14.31 CHF | 14.32 CHF | 100,000 | 100,000 | 84,910 | 84,910 | 1,215,850 CHF | 1,217,080 CHF | 96.82% | 96.82% |
24/04/2024 | 0.10% | 14.25 CHF | 14.26 CHF | 100,000 | 100,000 | 96,902 | 96,902 | 1,371,720 CHF | 1,372,770 CHF | 97.42% | 97.42% |
23/04/2024 | 0.20% | 14.08 CHF | 14.10 CHF | 100,000 | 100,000 | 93,280 | 93,280 | 1,293,290 CHF | 1,295,300 CHF | 95.45% | 95.45% |
22/04/2024 | 0.14% | 14.20 CHF | 14.22 CHF | 100,000 | 100,000 | 99,712 | 99,712 | 1,445,110 CHF | 1,447,120 CHF | 98.66% | 98.66% |
19/04/2024 | 0.13% | 15.34 CHF | 15.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,511,390 CHF | 1,513,390 CHF | 99.77% | 99.77% |
18/04/2024 | 0.13% | 15.24 CHF | 15.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,522,910 CHF | 1,524,910 CHF | 97.95% | 97.95% |
17/04/2024 | 0.13% | 15.44 CHF | 15.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,532,810 CHF | 1,534,810 CHF | 99.77% | 99.77% |
16/04/2024 | 0.13% | 15.12 CHF | 15.14 CHF | 100,000 | 100,000 | 99,836 | 99,836 | 1,512,730 CHF | 1,514,730 CHF | 91.90% | 91.90% |