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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.08% | 12.16 CHF | 12.17 CHF | 200,000 | 200,000 | 198,873 | 198,873 | 2,431,160 CHF | 2,433,160 CHF | 99.99% | 99.99% |
22/05/2024 | 0.08% | 12.13 CHF | 12.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,427,140 CHF | 2,429,140 CHF | 100.00% | 100.00% |
21/05/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 200,000 | 200,000 | 199,841 | 199,841 | 2,430,510 CHF | 2,432,510 CHF | 99.86% | 99.86% |
17/05/2024 | 0.08% | 12.23 CHF | 12.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,431,280 CHF | 2,433,280 CHF | 100.00% | 100.00% |
16/05/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 200,000 | 200,000 | 199,821 | 199,821 | 2,446,730 CHF | 2,448,730 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.31 CHF | 12.32 CHF | 200,000 | 200,000 | 199,615 | 199,615 | 2,440,100 CHF | 2,442,100 CHF | 99.87% | 99.87% |
14/05/2024 | 0.08% | 12.21 CHF | 12.22 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 2,430,200 CHF | 2,432,200 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,428,590 CHF | 2,430,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.12 CHF | 12.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,435,330 CHF | 2,437,330 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 11.88 CHF | 11.89 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,373,370 CHF | 2,375,370 CHF | 99.67% | 99.67% |