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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,524,090 CHF | 1,526,090 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,545,540 CHF | 1,547,540 CHF | 99.80% | 99.80% |
08/05/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,438,030 CHF | 1,440,030 CHF | 100.00% | 100.00% |
07/05/2024 | 0.15% | 7.10 CHF | 7.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,366,150 CHF | 1,368,150 CHF | 99.99% | 99.99% |
06/05/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,293,950 CHF | 1,295,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,240,040 CHF | 1,242,040 CHF | 91.25% | 91.25% |
02/05/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,224,840 CHF | 1,226,840 CHF | 100.00% | 100.00% |
30/04/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,272,190 CHF | 1,274,190 CHF | 100.00% | 100.00% |
29/04/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,315,930 CHF | 1,317,930 CHF | 100.00% | 100.00% |
26/04/2024 | 0.16% | 6.60 CHF | 6.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,287,750 CHF | 1,289,750 CHF | 98.76% | 98.76% |