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% | 12.64 CHF | 12.65 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,535,280 CHF | 2,537,280 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 200,000 | 200,000 | 199,624 | 199,624 | 2,528,360 CHF | 2,530,360 CHF | 99.89% | 99.89% |
14/05/2024 | 0.08% | 12.65 CHF | 12.66 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 2,518,370 CHF | 2,520,370 CHF | 99.74% | 99.74% |
13/05/2024 | 0.08% | 12.61 CHF | 12.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,516,560 CHF | 2,518,560 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 12.56 CHF | 12.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,523,190 CHF | 2,525,190 CHF | 100.00% | 100.00% |
08/05/2024 | 0.08% | 12.31 CHF | 12.32 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,461,160 CHF | 2,463,160 CHF | 99.67% | 99.67% |
07/05/2024 | 0.08% | 12.21 CHF | 12.22 CHF | 200,000 | 200,000 | 199,891 | 199,891 | 2,412,990 CHF | 2,414,990 CHF | 99.72% | 99.72% |
06/05/2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,371,940 CHF | 2,373,940 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 11.67 CHF | 11.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,339,440 CHF | 2,341,440 CHF | 99.83% | 99.83% |
02/05/2024 | 0.09% | 11.61 CHF | 11.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,325,210 CHF | 2,327,210 CHF | 99.52% | 99.52% |