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 | 0.13% | 7.82 CHF | 7.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,949,510 CHF | 1,952,010 CHF | 99.99% | 99.99% |
30/04/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 1,975,500 CHF | 1,978,000 CHF | 99.77% | 99.77% |
29/04/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 2,034,760 CHF | 2,037,260 CHF | 100.00% | 100.00% |
26/04/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,056,330 CHF | 2,058,830 CHF | 99.18% | 99.18% |
25/04/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,017,580 CHF | 2,020,080 CHF | 99.57% | 99.57% |
24/04/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 250,000 | 250,000 | 249,906 | 249,906 | 2,002,150 CHF | 2,004,650 CHF | 99.99% | 99.99% |
23/04/2024 | 0.13% | 7.99 CHF | 8.00 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 1,972,020 CHF | 1,974,520 CHF | 99.34% | 99.34% |
22/04/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,069,220 CHF | 2,071,720 CHF | 100.00% | 100.00% |
19/04/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,139,920 CHF | 2,142,420 CHF | 99.99% | 99.99% |
18/04/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,138,610 CHF | 2,141,110 CHF | 99.76% | 99.76% |