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% | 8.61 CHF | 8.62 CHF | 200,000 | 200,000 | 199,862 | 199,862 | 1,733,000 CHF | 1,735,000 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 200,000 | 200,000 | 199,600 | 199,600 | 1,727,480 CHF | 1,729,480 CHF | 99.93% | 99.93% |
14/05/2024 | 0.12% | 8.64 CHF | 8.65 CHF | 200,000 | 200,000 | 199,975 | 199,975 | 1,716,980 CHF | 1,718,980 CHF | 99.73% | 99.73% |
13/05/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,716,810 CHF | 1,718,810 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,724,480 CHF | 1,726,480 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 200,000 | 200,000 | 199,960 | 199,960 | 1,663,430 CHF | 1,665,430 CHF | 99.67% | 99.67% |
07/05/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 200,000 | 200,000 | 199,908 | 199,908 | 1,615,680 CHF | 1,617,680 CHF | 99.69% | 99.69% |
06/05/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,575,600 CHF | 1,577,600 CHF | 100.00% | 100.00% |
03/05/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,543,890 CHF | 1,545,890 CHF | 99.72% | 99.72% |
02/05/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,528,590 CHF | 1,530,590 CHF | 99.53% | 99.53% |