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% | 12.19 CHF | 12.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,448,070 CHF | 2,450,070 CHF | 99.97% | 99.97% |
24/04/2024 | 0.08% | 12.38 CHF | 12.39 CHF | 200,000 | 200,000 | 199,954 | 199,954 | 2,510,220 CHF | 2,512,220 CHF | 100.00% | 100.00% |
23/04/2024 | 0.08% | 12.46 CHF | 12.47 CHF | 200,000 | 200,000 | 199,962 | 199,962 | 2,461,380 CHF | 2,463,380 CHF | 100.00% | 100.00% |
22/04/2024 | 0.08% | 12.02 CHF | 12.03 CHF | 200,000 | 200,000 | 199,939 | 199,939 | 2,403,060 CHF | 2,405,060 CHF | 100.00% | 100.00% |
19/04/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,372,160 CHF | 2,374,160 CHF | 99.99% | 99.99% |
18/04/2024 | 0.08% | 12.03 CHF | 12.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,396,050 CHF | 2,398,050 CHF | 99.99% | 99.99% |
17/04/2024 | 0.08% | 11.96 CHF | 11.97 CHF | 200,000 | 200,000 | 199,606 | 199,606 | 2,403,910 CHF | 2,405,910 CHF | 99.99% | 99.99% |
16/04/2024 | 0.08% | 11.88 CHF | 11.89 CHF | 200,000 | 200,000 | 199,647 | 199,647 | 2,382,230 CHF | 2,384,230 CHF | 99.82% | 99.82% |
15/04/2024 | 0.08% | 12.23 CHF | 12.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,471,650 CHF | 2,473,650 CHF | 99.83% | 99.83% |
12/04/2024 | 0.08% | 12.01 CHF | 12.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,460,580 CHF | 2,462,580 CHF | 99.99% | 99.99% |