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% | 13.23 CHF | 13.24 CHF | 200,000 | 200,000 | 199,822 | 199,822 | 2,652,640 CHF | 2,654,640 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 13.35 CHF | 13.36 CHF | 200,000 | 200,000 | 199,609 | 199,609 | 2,645,490 CHF | 2,647,490 CHF | 99.89% | 99.89% |
14/05/2024 | 0.08% | 13.24 CHF | 13.25 CHF | 200,000 | 200,000 | 199,984 | 199,984 | 2,635,920 CHF | 2,637,920 CHF | 99.72% | 99.72% |
13/05/2024 | 0.08% | 13.20 CHF | 13.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,633,820 CHF | 2,635,820 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 13.15 CHF | 13.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,640,370 CHF | 2,642,370 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.90 CHF | 12.91 CHF | 200,000 | 200,000 | 199,958 | 199,958 | 2,578,100 CHF | 2,580,100 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.80 CHF | 12.81 CHF | 200,000 | 200,000 | 199,895 | 199,895 | 2,530,000 CHF | 2,532,000 CHF | 99.72% | 99.72% |
06/05/2024 | 0.08% | 12.49 CHF | 12.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,488,720 CHF | 2,490,720 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,456,080 CHF | 2,458,080 CHF | 99.84% | 99.84% |
02/05/2024 | 0.08% | 12.20 CHF | 12.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,442,030 CHF | 2,444,030 CHF | 99.61% | 99.61% |