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 | 0.12% | 8.46 CHF | 8.47 CHF | 200,000 | 200,000 | 199,861 | 199,861 | 1,702,570 CHF | 1,704,570 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 200,000 | 200,000 | 199,607 | 199,607 | 1,697,000 CHF | 1,699,000 CHF | 99.87% | 99.87% |
14/05/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 200,000 | 200,000 | 199,977 | 199,977 | 1,686,460 CHF | 1,688,460 CHF | 99.73% | 99.73% |
13/05/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,686,440 CHF | 1,688,440 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,694,160 CHF | 1,696,160 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 200,000 | 200,000 | 199,962 | 199,962 | 1,633,250 CHF | 1,635,250 CHF | 99.67% | 99.67% |
07/05/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 200,000 | 200,000 | 199,909 | 199,909 | 1,585,470 CHF | 1,587,470 CHF | 99.69% | 99.69% |
06/05/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,545,480 CHF | 1,547,480 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,513,770 CHF | 1,515,770 CHF | 99.86% | 99.86% |
02/05/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,498,380 CHF | 1,500,380 CHF | 99.53% | 99.53% |