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 | 0.08% | 12.78 CHF | 12.79 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,564,690 CHF | 2,566,690 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.90 CHF | 12.91 CHF | 200,000 | 200,000 | 199,613 | 199,613 | 2,557,520 CHF | 2,559,520 CHF | 99.89% | 99.89% |
14/05/2024 | 0.08% | 12.80 CHF | 12.81 CHF | 200,000 | 200,000 | 199,987 | 199,987 | 2,547,760 CHF | 2,549,760 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,545,850 CHF | 2,547,850 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.71 CHF | 12.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,552,460 CHF | 2,554,460 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.46 CHF | 12.47 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,490,370 CHF | 2,492,370 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200,000 | 200,000 | 199,892 | 199,892 | 2,442,240 CHF | 2,444,240 CHF | 99.72% | 99.72% |
06/05/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,401,180 CHF | 2,403,180 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 11.82 CHF | 11.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,368,620 CHF | 2,370,620 CHF | 99.88% | 99.88% |
02/05/2024 | 0.08% | 11.76 CHF | 11.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,354,380 CHF | 2,356,380 CHF | 99.52% | 99.52% |