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% | 12.93 CHF | 12.94 CHF | 200,000 | 200,000 | 199,846 | 199,846 | 2,594,080 CHF | 2,596,080 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 13.05 CHF | 13.06 CHF | 200,000 | 200,000 | 199,613 | 199,613 | 2,586,840 CHF | 2,588,840 CHF | 99.89% | 99.89% |
14/05/2024 | 0.08% | 12.94 CHF | 12.95 CHF | 200,000 | 200,000 | 199,983 | 199,983 | 2,577,110 CHF | 2,579,110 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 12.91 CHF | 12.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,575,190 CHF | 2,577,190 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.85 CHF | 12.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,581,730 CHF | 2,583,730 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.61 CHF | 12.62 CHF | 200,000 | 200,000 | 199,960 | 199,960 | 2,519,570 CHF | 2,521,570 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 200,000 | 200,000 | 199,889 | 199,889 | 2,471,420 CHF | 2,473,420 CHF | 99.72% | 99.72% |
06/05/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,430,310 CHF | 2,432,310 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 11.97 CHF | 11.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,397,780 CHF | 2,399,780 CHF | 99.83% | 99.83% |
02/05/2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,383,600 CHF | 2,385,600 CHF | 99.56% | 99.56% |