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% | 12.49 CHF | 12.50 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,505,830 CHF | 2,507,830 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.61 CHF | 12.62 CHF | 200,000 | 200,000 | 199,621 | 199,621 | 2,498,880 CHF | 2,500,880 CHF | 99.91% | 99.91% |
14/05/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 200,000 | 200,000 | 199,983 | 199,983 | 2,488,990 CHF | 2,490,990 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 12.47 CHF | 12.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,487,240 CHF | 2,489,240 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.41 CHF | 12.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,493,910 CHF | 2,495,910 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,431,890 CHF | 2,433,890 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200,000 | 200,000 | 199,890 | 199,890 | 2,383,720 CHF | 2,385,720 CHF | 99.72% | 99.72% |
06/05/2024 | 0.09% | 11.76 CHF | 11.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,342,760 CHF | 2,344,760 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 11.53 CHF | 11.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,310,250 CHF | 2,312,250 CHF | 99.78% | 99.78% |
02/05/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,296,010 CHF | 2,298,010 CHF | 99.56% | 99.56% |