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 | 0.07% | 13.98 CHF | 13.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,391,680 CHF | 1,392,680 CHF | 98.07% | 98.07% |
15/05/2024 | 0.07% | 13.73 CHF | 13.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,343,400 CHF | 1,344,400 CHF | 97.85% | 97.85% |
14/05/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,317,050 CHF | 1,318,050 CHF | 92.49% | 92.49% |
13/05/2024 | 0.08% | 13.19 CHF | 13.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,320,980 CHF | 1,321,980 CHF | 98.36% | 98.36% |
10/05/2024 | 0.08% | 13.10 CHF | 13.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,321,400 CHF | 1,322,400 CHF | 99.41% | 99.41% |
08/05/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,281,700 CHF | 1,282,700 CHF | 98.92% | 98.92% |
07/05/2024 | 0.08% | 12.92 CHF | 12.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,281,990 CHF | 1,282,990 CHF | 97.56% | 97.56% |
06/05/2024 | 0.08% | 12.55 CHF | 12.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,244,310 CHF | 1,245,310 CHF | 98.42% | 98.42% |
03/05/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,198,640 CHF | 1,199,640 CHF | 97.59% | 97.59% |
02/05/2024 | 0.09% | 11.64 CHF | 11.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,165,480 CHF | 1,166,480 CHF | 99.34% | 99.34% |