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% | 13.08 CHF | 13.09 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,623,550 CHF | 2,625,550 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 13.20 CHF | 13.21 CHF | 200,000 | 200,000 | 199,616 | 199,616 | 2,616,340 CHF | 2,618,340 CHF | 99.92% | 99.92% |
14/05/2024 | 0.08% | 13.09 CHF | 13.10 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 2,606,480 CHF | 2,608,480 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 13.05 CHF | 13.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,604,500 CHF | 2,606,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 13.00 CHF | 13.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,611,040 CHF | 2,613,040 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,548,900 CHF | 2,550,900 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.65 CHF | 12.66 CHF | 200,000 | 200,000 | 199,892 | 199,892 | 2,500,740 CHF | 2,502,740 CHF | 99.72% | 99.72% |
06/05/2024 | 0.08% | 12.34 CHF | 12.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,459,500 CHF | 2,461,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 12.11 CHF | 12.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,426,960 CHF | 2,428,960 CHF | 99.83% | 99.83% |
02/05/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,412,850 CHF | 2,414,850 CHF | 99.63% | 99.63% |