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 | 0.03% | 31.37 CHF | 31.38 CHF | 125,000 | 125,000 | 124,897 | 124,897 | 3,904,550 CHF | 3,905,800 CHF | 100.00% | 100.00% |
15/05/2024 | 0.03% | 31.10 CHF | 31.11 CHF | 125,000 | 125,000 | 124,765 | 124,765 | 3,845,260 CHF | 3,846,510 CHF | 99.90% | 99.90% |
14/05/2024 | 0.03% | 30.63 CHF | 30.64 CHF | 125,000 | 125,000 | 124,975 | 124,975 | 3,825,200 CHF | 3,826,450 CHF | 99.73% | 99.73% |
13/05/2024 | 0.03% | 30.62 CHF | 30.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,829,350 CHF | 3,830,600 CHF | 100.00% | 100.00% |
10/05/2024 | 0.03% | 30.54 CHF | 30.55 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,830,940 CHF | 3,832,190 CHF | 100.00% | 100.00% |
08/05/2024 | 0.03% | 30.30 CHF | 30.31 CHF | 125,000 | 125,000 | 124,978 | 124,978 | 3,783,030 CHF | 3,784,280 CHF | 99.67% | 99.67% |
07/05/2024 | 0.03% | 30.33 CHF | 30.34 CHF | 125,000 | 125,000 | 124,943 | 124,943 | 3,778,710 CHF | 3,779,960 CHF | 99.72% | 99.72% |
06/05/2024 | 0.03% | 29.95 CHF | 29.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,730,230 CHF | 3,731,480 CHF | 100.00% | 100.00% |
03/05/2024 | 0.03% | 29.44 CHF | 29.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,676,770 CHF | 3,678,020 CHF | 99.61% | 99.61% |
02/05/2024 | 0.03% | 29.19 CHF | 29.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,646,970 CHF | 3,648,220 CHF | 99.53% | 99.53% |