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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,099,490 CHF | 2,101,990 CHF | 100.00% | 100.00% |
16/05/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 250,000 | 250,000 | 249,799 | 249,799 | 2,066,960 CHF | 2,069,460 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 250,000 | 250,000 | 249,516 | 249,516 | 2,035,070 CHF | 2,037,570 CHF | 99.83% | 99.83% |
14/05/2024 | 0.13% | 8.02 CHF | 8.03 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 1,995,570 CHF | 1,998,070 CHF | 99.87% | 99.87% |
13/05/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,991,690 CHF | 1,994,190 CHF | 99.45% | 99.45% |
10/05/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,051,800 CHF | 2,054,300 CHF | 99.99% | 99.99% |
08/05/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 250,000 | 250,000 | 249,943 | 249,943 | 1,928,580 CHF | 1,931,080 CHF | 99.29% | 99.29% |
07/05/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 1,934,240 CHF | 1,936,740 CHF | 100.00% | 100.00% |
06/05/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,942,290 CHF | 1,944,790 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,896,220 CHF | 1,898,720 CHF | 98.17% | 98.17% |