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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.06% | 15.38 CHF | 15.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,853,050 CHF | 3,855,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 15.31 CHF | 15.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,855,880 CHF | 3,858,380 CHF | 99.99% | 99.99% |
08/05/2024 | 0.07% | 15.05 CHF | 15.06 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 3,755,680 CHF | 3,758,180 CHF | 99.67% | 99.67% |
07/05/2024 | 0.07% | 15.12 CHF | 15.13 CHF | 250,000 | 250,000 | 249,869 | 249,869 | 3,756,110 CHF | 3,758,610 CHF | 99.73% | 99.73% |
06/05/2024 | 0.07% | 14.76 CHF | 14.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,665,590 CHF | 3,668,090 CHF | 100.00% | 100.00% |
03/05/2024 | 0.07% | 14.28 CHF | 14.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,556,360 CHF | 3,558,860 CHF | 99.61% | 99.61% |
02/05/2024 | 0.07% | 13.89 CHF | 13.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,473,150 CHF | 3,475,650 CHF | 99.55% | 99.55% |
30/04/2024 | 0.07% | 14.29 CHF | 14.30 CHF | 250,000 | 250,000 | 249,757 | 249,757 | 3,614,070 CHF | 3,616,570 CHF | 99.99% | 99.99% |
29/04/2024 | 0.07% | 14.49 CHF | 14.50 CHF | 250,000 | 250,000 | 249,965 | 249,965 | 3,626,760 CHF | 3,629,260 CHF | 99.61% | 99.61% |
26/04/2024 | 0.07% | 14.43 CHF | 14.44 CHF | 250,000 | 250,000 | 249,969 | 249,969 | 3,580,890 CHF | 3,583,390 CHF | 99.67% | 99.67% |