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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,192,980 CHF | 5,196,740 CHF | 99.13% | 99.13% |
25/04/2024 | 0.07% | 13.55 CHF | 13.56 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,105,950 CHF | 5,109,700 CHF | 99.99% | 99.99% |
24/04/2024 | 0.07% | 13.82 CHF | 13.83 CHF | 375,000 | 375,000 | 374,924 | 374,924 | 5,256,470 CHF | 5,260,220 CHF | 99.99% | 99.99% |
23/04/2024 | 0.07% | 13.91 CHF | 13.92 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,138,230 CHF | 5,141,980 CHF | 100.00% | 100.00% |
22/04/2024 | 0.08% | 13.32 CHF | 13.33 CHF | 375,000 | 375,000 | 374,875 | 374,875 | 4,979,540 CHF | 4,983,290 CHF | 100.00% | 100.00% |
19/04/2024 | 0.08% | 13.13 CHF | 13.14 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,888,780 CHF | 4,892,520 CHF | 99.57% | 99.57% |
18/04/2024 | 0.08% | 13.36 CHF | 13.37 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,953,980 CHF | 4,957,730 CHF | 99.95% | 99.95% |
17/04/2024 | 0.08% | 13.26 CHF | 13.27 CHF | 375,000 | 375,000 | 374,307 | 374,307 | 4,991,480 CHF | 4,995,230 CHF | 100.00% | 100.00% |
16/04/2024 | 0.08% | 13.14 CHF | 13.15 CHF | 375,000 | 375,000 | 374,312 | 374,312 | 4,949,740 CHF | 4,953,490 CHF | 99.95% | 99.95% |
15/04/2024 | 0.07% | 13.68 CHF | 13.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,196,750 CHF | 5,200,500 CHF | 99.82% | 99.82% |