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 | 0.07% | 13.68 CHF | 13.69 CHF | 375,000 | 375,000 | 374,726 | 374,726 | 5,181,520 CHF | 5,185,270 CHF | 100.00% | 100.00% |
15/05/2024 | 0.07% | 13.97 CHF | 13.98 CHF | 375,000 | 375,000 | 374,262 | 374,262 | 5,177,200 CHF | 5,180,950 CHF | 99.52% | 99.52% |
14/05/2024 | 0.07% | 13.67 CHF | 13.68 CHF | 375,000 | 375,000 | 374,946 | 374,946 | 5,106,770 CHF | 5,110,520 CHF | 99.83% | 99.83% |
13/05/2024 | 0.07% | 13.68 CHF | 13.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,122,340 CHF | 5,126,090 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 13.70 CHF | 13.71 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,165,490 CHF | 5,169,240 CHF | 99.99% | 99.99% |
08/05/2024 | 0.08% | 13.15 CHF | 13.16 CHF | 375,000 | 375,000 | 374,912 | 374,912 | 4,943,470 CHF | 4,947,220 CHF | 99.45% | 99.45% |
07/05/2024 | 0.08% | 13.10 CHF | 13.11 CHF | 375,000 | 375,000 | 374,766 | 374,766 | 4,807,760 CHF | 4,811,510 CHF | 100.00% | 100.00% |
06/05/2024 | 0.08% | 12.55 CHF | 12.56 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,672,750 CHF | 4,676,500 CHF | 99.72% | 99.72% |
03/05/2024 | 0.08% | 12.18 CHF | 12.19 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,571,380 CHF | 4,575,130 CHF | 99.45% | 99.45% |
02/05/2024 | 0.08% | 12.10 CHF | 12.11 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,543,650 CHF | 4,547,400 CHF | 99.62% | 99.62% |