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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.06% | 15.77 CHF | 15.78 CHF | 225,000 | 225,000 | 228,250 | 228,250 | 3,581,100 CHF | 3,583,380 CHF | 99.64% | 99.64% |
30/04/2024 | 0.06% | 15.81 CHF | 15.82 CHF | 225,000 | 225,000 | 224,837 | 224,837 | 3,584,550 CHF | 3,586,800 CHF | 99.95% | 99.95% |
29/04/2024 | 0.06% | 15.91 CHF | 15.92 CHF | 225,000 | 225,000 | 224,968 | 224,968 | 3,585,810 CHF | 3,588,060 CHF | 99.64% | 99.64% |
26/04/2024 | 0.06% | 15.87 CHF | 15.88 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,559,320 CHF | 3,561,570 CHF | 99.63% | 99.63% |
25/04/2024 | 0.06% | 15.54 CHF | 15.55 CHF | 450,000 | 450,000 | 268,407 | 268,407 | 4,240,630 CHF | 4,243,310 CHF | 99.97% | 99.97% |
24/04/2024 | 0.06% | 16.03 CHF | 16.04 CHF | 225,000 | 225,000 | 224,950 | 224,950 | 3,633,620 CHF | 3,635,860 CHF | 94.45% | 94.45% |
23/04/2024 | 0.06% | 16.10 CHF | 16.11 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,591,380 CHF | 3,593,620 CHF | 99.99% | 99.99% |
22/04/2024 | 0.06% | 15.68 CHF | 15.69 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,554,640 CHF | 3,556,890 CHF | 100.00% | 100.00% |
19/04/2024 | 0.06% | 15.60 CHF | 15.61 CHF | 450,000 | 450,000 | 448,586 | 448,586 | 6,905,940 CHF | 6,910,420 CHF | 99.99% | 99.99% |
18/04/2024 | 0.06% | 15.75 CHF | 15.76 CHF | 225,000 | 225,000 | 418,851 | 418,851 | 6,493,770 CHF | 6,497,960 CHF | 99.99% | 99.99% |