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 | 0.06% | 15.69 CHF | 15.70 CHF | 225,000 | 225,000 | 224,967 | 224,967 | 3,535,460 CHF | 3,537,710 CHF | 99.61% | 99.61% |
26/04/2024 | 0.06% | 15.64 CHF | 15.65 CHF | 225,000 | 225,000 | 381,067 | 381,067 | 5,938,980 CHF | 5,942,790 CHF | 99.63% | 99.63% |
25/04/2024 | 0.06% | 15.32 CHF | 15.33 CHF | 450,000 | 450,000 | 301,159 | 301,159 | 4,688,250 CHF | 4,691,260 CHF | 99.98% | 99.98% |
24/04/2024 | 0.06% | 15.81 CHF | 15.82 CHF | 225,000 | 225,000 | 224,969 | 224,969 | 3,583,640 CHF | 3,585,890 CHF | 94.46% | 94.46% |
23/04/2024 | 0.06% | 15.88 CHF | 15.89 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,541,190 CHF | 3,543,440 CHF | 99.99% | 99.99% |
22/04/2024 | 0.06% | 15.46 CHF | 15.47 CHF | 450,000 | 450,000 | 337,601 | 337,601 | 5,253,100 CHF | 5,256,480 CHF | 100.00% | 100.00% |
19/04/2024 | 0.07% | 15.38 CHF | 15.39 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,827,920 CHF | 6,832,420 CHF | 99.97% | 99.97% |
18/04/2024 | 0.07% | 15.52 CHF | 15.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,882,340 CHF | 6,886,840 CHF | 99.99% | 99.99% |
17/04/2024 | 0.07% | 15.25 CHF | 15.26 CHF | 450,000 | 450,000 | 449,129 | 449,129 | 6,900,980 CHF | 6,905,480 CHF | 99.99% | 99.99% |
16/04/2024 | 0.07% | 15.30 CHF | 15.31 CHF | 450,000 | 450,000 | 449,235 | 449,235 | 6,885,100 CHF | 6,889,600 CHF | 99.82% | 99.82% |