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 | 0.08% | 12.61 CHF | 12.62 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,754,670 CHF | 4,758,420 CHF | 99.99% | 99.99% |
24/04/2024 | 0.08% | 12.88 CHF | 12.89 CHF | 375,000 | 375,000 | 374,919 | 374,919 | 4,905,950 CHF | 4,909,700 CHF | 100.00% | 100.00% |
23/04/2024 | 0.08% | 12.98 CHF | 12.99 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,789,350 CHF | 4,793,100 CHF | 100.00% | 100.00% |
22/04/2024 | 0.08% | 12.39 CHF | 12.40 CHF | 375,000 | 375,000 | 374,900 | 374,900 | 4,632,040 CHF | 4,635,790 CHF | 100.00% | 100.00% |
19/04/2024 | 0.08% | 12.20 CHF | 12.21 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,541,750 CHF | 4,545,500 CHF | 99.57% | 99.57% |
18/04/2024 | 0.08% | 12.43 CHF | 12.44 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,606,190 CHF | 4,609,940 CHF | 99.98% | 99.98% |
17/04/2024 | 0.08% | 12.33 CHF | 12.34 CHF | 375,000 | 375,000 | 374,296 | 374,296 | 4,644,690 CHF | 4,648,440 CHF | 99.97% | 99.97% |
16/04/2024 | 0.08% | 12.21 CHF | 12.22 CHF | 375,000 | 375,000 | 374,304 | 374,304 | 4,602,670 CHF | 4,606,420 CHF | 99.95% | 99.95% |
15/04/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,848,380 CHF | 4,852,130 CHF | 99.81% | 99.81% |
12/04/2024 | 0.08% | 12.48 CHF | 12.49 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,827,860 CHF | 4,831,610 CHF | 100.00% | 100.00% |