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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.08% | 13.11 CHF | 13.12 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 988,395 CHF | 989,145 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.99 CHF | 13.00 CHF | 75,000 | 75,000 | 74,855 | 74,855 | 963,240 CHF | 963,990 CHF | 100.00% | 100.00% |
14/05/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 960,360 CHF | 961,110 CHF | 99.80% | 99.80% |
13/05/2024 | 0.08% | 12.73 CHF | 12.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 953,576 CHF | 954,326 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.79 CHF | 12.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 965,092 CHF | 965,842 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.90 CHF | 12.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 966,628 CHF | 967,378 CHF | 99.77% | 99.77% |
07/05/2024 | 0.08% | 13.22 CHF | 13.23 CHF | 75,000 | 75,000 | 74,975 | 74,975 | 993,614 CHF | 994,364 CHF | 98.42% | 98.42% |
06/05/2024 | 0.08% | 13.27 CHF | 13.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 990,030 CHF | 990,780 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 966,351 CHF | 967,101 CHF | 99.87% | 99.87% |
02/05/2024 | 0.08% | 12.89 CHF | 12.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 967,594 CHF | 968,344 CHF | 99.55% | 99.55% |