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 | 0.07% | 13.47 CHF | 13.48 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,026,540 CHF | 6,031,040 CHF | 99.57% | 99.57% |
30/04/2024 | 0.07% | 13.50 CHF | 13.51 CHF | 450,000 | 450,000 | 449,654 | 449,654 | 6,135,160 CHF | 6,139,660 CHF | 99.95% | 99.95% |
29/04/2024 | 0.07% | 13.62 CHF | 13.63 CHF | 450,000 | 450,000 | 449,935 | 449,935 | 6,138,870 CHF | 6,143,370 CHF | 99.60% | 99.60% |
26/04/2024 | 0.07% | 13.57 CHF | 13.58 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,085,960 CHF | 6,090,460 CHF | 99.64% | 99.64% |
25/04/2024 | 0.07% | 13.24 CHF | 13.25 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,099,250 CHF | 6,103,750 CHF | 99.98% | 99.98% |
24/04/2024 | 0.07% | 13.74 CHF | 13.75 CHF | 450,000 | 450,000 | 449,897 | 449,897 | 6,233,520 CHF | 6,238,020 CHF | 94.45% | 94.45% |
23/04/2024 | 0.07% | 13.81 CHF | 13.82 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,152,040 CHF | 6,156,540 CHF | 99.99% | 99.99% |
22/04/2024 | 0.07% | 13.39 CHF | 13.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,078,840 CHF | 6,083,340 CHF | 100.00% | 100.00% |
19/04/2024 | 0.08% | 13.32 CHF | 13.33 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,901,540 CHF | 5,906,040 CHF | 99.99% | 99.99% |
18/04/2024 | 0.08% | 13.46 CHF | 13.47 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,955,150 CHF | 5,959,650 CHF | 99.98% | 99.98% |