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 | 0.07% | 14.39 CHF | 14.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,615,750 CHF | 6,620,250 CHF | 99.98% | 99.98% |
24/04/2024 | 0.07% | 14.88 CHF | 14.89 CHF | 450,000 | 450,000 | 449,940 | 449,940 | 6,750,610 CHF | 6,755,110 CHF | 94.46% | 94.46% |
23/04/2024 | 0.07% | 14.96 CHF | 14.97 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,667,160 CHF | 6,671,660 CHF | 99.99% | 99.99% |
22/04/2024 | 0.07% | 14.53 CHF | 14.54 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,593,630 CHF | 6,598,130 CHF | 100.00% | 100.00% |
19/04/2024 | 0.07% | 14.46 CHF | 14.47 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,414,400 CHF | 6,418,900 CHF | 99.98% | 99.98% |
18/04/2024 | 0.07% | 14.60 CHF | 14.61 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,468,440 CHF | 6,472,940 CHF | 99.98% | 99.98% |
17/04/2024 | 0.07% | 14.33 CHF | 14.34 CHF | 450,000 | 450,000 | 449,116 | 449,116 | 6,487,000 CHF | 6,491,500 CHF | 99.98% | 99.98% |
16/04/2024 | 0.07% | 14.38 CHF | 14.39 CHF | 450,000 | 450,000 | 449,230 | 449,230 | 6,470,420 CHF | 6,474,920 CHF | 99.82% | 99.82% |
15/04/2024 | 0.07% | 14.64 CHF | 14.65 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,629,650 CHF | 6,634,150 CHF | 99.82% | 99.82% |
12/04/2024 | 0.07% | 14.65 CHF | 14.66 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,712,620 CHF | 6,717,120 CHF | 100.00% | 100.00% |