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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,902,170 CHF | 1,904,670 CHF | 98.20% | 98.20% |
02/05/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,920,480 CHF | 1,922,980 CHF | 99.98% | 99.98% |
30/04/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 250,000 | 250,000 | 249,822 | 249,822 | 1,946,730 CHF | 1,949,230 CHF | 99.77% | 99.77% |
29/04/2024 | 0.12% | 7.99 CHF | 8.00 CHF | 250,000 | 250,000 | 249,965 | 249,965 | 2,005,630 CHF | 2,008,130 CHF | 100.00% | 100.00% |
26/04/2024 | 0.12% | 8.03 CHF | 8.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,027,020 CHF | 2,029,520 CHF | 99.18% | 99.18% |
25/04/2024 | 0.13% | 8.02 CHF | 8.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,988,190 CHF | 1,990,690 CHF | 99.60% | 99.60% |
24/04/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 250,000 | 250,000 | 249,908 | 249,908 | 1,972,800 CHF | 1,975,300 CHF | 100.00% | 100.00% |
23/04/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 1,942,690 CHF | 1,945,190 CHF | 99.32% | 99.32% |
22/04/2024 | 0.12% | 8.04 CHF | 8.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,039,790 CHF | 2,042,290 CHF | 100.00% | 100.00% |
19/04/2024 | 0.12% | 8.55 CHF | 8.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,110,530 CHF | 2,113,030 CHF | 100.00% | 100.00% |