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% | 11.90 CHF | 11.91 CHF | 200,000 | 200,000 | 199,845 | 199,845 | 2,388,160 CHF | 2,390,160 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.02 CHF | 12.03 CHF | 200,000 | 200,000 | 199,609 | 199,609 | 2,381,370 CHF | 2,383,370 CHF | 99.91% | 99.91% |
14/05/2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 2,371,470 CHF | 2,373,470 CHF | 99.72% | 99.72% |
13/05/2024 | 0.08% | 11.88 CHF | 11.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,369,900 CHF | 2,371,900 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 11.83 CHF | 11.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,376,730 CHF | 2,378,730 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200,000 | 200,000 | 199,960 | 199,960 | 2,314,920 CHF | 2,316,920 CHF | 99.67% | 99.67% |
07/05/2024 | 0.09% | 11.48 CHF | 11.49 CHF | 200,000 | 200,000 | 199,891 | 199,891 | 2,266,840 CHF | 2,268,840 CHF | 99.72% | 99.72% |
06/05/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,225,960 CHF | 2,227,960 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 10.95 CHF | 10.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,193,620 CHF | 2,195,620 CHF | 99.81% | 99.81% |
02/05/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,179,180 CHF | 2,181,180 CHF | 99.58% | 99.58% |