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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.08% | 13.61 CHF | 13.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,972,140 CHF | 657,881 CHF | 99.15% | 99.15% |
14/05/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,931,250 CHF | 644,252 CHF | 99.22% | 99.22% |
13/05/2024 | 0.08% | 12.90 CHF | 12.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,934,650 CHF | 645,384 CHF | 98.34% | 98.34% |
10/05/2024 | 0.08% | 12.83 CHF | 12.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,926,360 CHF | 642,619 CHF | 99.22% | 99.22% |
08/05/2024 | 0.08% | 12.93 CHF | 12.94 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,939,320 CHF | 646,940 CHF | 99.21% | 99.21% |
07/05/2024 | 0.08% | 12.94 CHF | 12.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,954,090 CHF | 651,863 CHF | 99.20% | 99.20% |
06/05/2024 | 0.08% | 13.09 CHF | 13.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,915,630 CHF | 639,044 CHF | 99.27% | 99.27% |
03/05/2024 | 0.08% | 12.40 CHF | 12.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,841,020 CHF | 614,174 CHF | 99.05% | 99.05% |
02/05/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,787,930 CHF | 596,478 CHF | 99.17% | 99.17% |
30/04/2024 | 0.08% | 12.47 CHF | 12.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,874,100 CHF | 625,201 CHF | 98.93% | 98.93% |