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% | 12.05 CHF | 12.06 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,417,590 CHF | 2,419,590 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200,000 | 200,000 | 199,621 | 199,621 | 2,410,860 CHF | 2,412,860 CHF | 99.92% | 99.92% |
14/05/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200,000 | 200,000 | 199,983 | 199,983 | 2,400,830 CHF | 2,402,830 CHF | 99.73% | 99.73% |
13/05/2024 | 0.08% | 12.03 CHF | 12.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,399,270 CHF | 2,401,270 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 11.98 CHF | 11.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,406,080 CHF | 2,408,080 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,344,150 CHF | 2,346,150 CHF | 99.67% | 99.67% |
07/05/2024 | 0.09% | 11.63 CHF | 11.64 CHF | 200,000 | 200,000 | 199,891 | 199,891 | 2,296,020 CHF | 2,298,020 CHF | 99.72% | 99.72% |
06/05/2024 | 0.09% | 11.32 CHF | 11.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,255,190 CHF | 2,257,190 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 11.09 CHF | 11.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,222,820 CHF | 2,224,820 CHF | 99.84% | 99.84% |
02/05/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,208,320 CHF | 2,210,320 CHF | 99.52% | 99.52% |