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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 2,081,960 CHF | 2,084,460 CHF | 99.87% | 99.87% |
13/05/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,078,040 CHF | 2,080,540 CHF | 99.45% | 99.45% |
10/05/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,138,060 CHF | 2,140,560 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 2,014,960 CHF | 2,017,460 CHF | 99.29% | 99.29% |
07/05/2024 | 0.12% | 8.08 CHF | 8.09 CHF | 250,000 | 250,000 | 249,845 | 249,845 | 2,020,520 CHF | 2,023,020 CHF | 100.00% | 100.00% |
06/05/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,028,290 CHF | 2,030,790 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,982,300 CHF | 1,984,800 CHF | 98.19% | 98.19% |
02/05/2024 | 0.12% | 8.03 CHF | 8.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,001,050 CHF | 2,003,550 CHF | 99.99% | 99.99% |
30/04/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 250,000 | 250,000 | 249,772 | 249,772 | 2,026,910 CHF | 2,029,410 CHF | 99.77% | 99.77% |
29/04/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 250,000 | 250,000 | 249,965 | 249,965 | 2,086,130 CHF | 2,088,630 CHF | 99.99% | 99.99% |