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 | 0.12% | 8.38 CHF | 8.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,110,380 CHF | 2,112,880 CHF | 98.19% | 98.19% |
02/05/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,130,010 CHF | 2,132,510 CHF | 99.98% | 99.98% |
30/04/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 250,000 | 250,000 | 249,771 | 249,771 | 2,155,750 CHF | 2,158,250 CHF | 99.77% | 99.77% |
29/04/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 250,000 | 250,000 | 249,964 | 249,964 | 2,214,890 CHF | 2,217,390 CHF | 99.99% | 99.99% |
26/04/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,236,290 CHF | 2,238,790 CHF | 99.18% | 99.18% |
25/04/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,197,680 CHF | 2,200,180 CHF | 99.57% | 99.57% |
24/04/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 250,000 | 250,000 | 249,908 | 249,908 | 2,182,160 CHF | 2,184,660 CHF | 100.00% | 100.00% |
23/04/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 2,151,430 CHF | 2,153,930 CHF | 99.34% | 99.34% |
22/04/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,248,600 CHF | 2,251,100 CHF | 100.00% | 100.00% |
19/04/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,318,520 CHF | 2,321,020 CHF | 99.97% | 99.97% |