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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 550,996 CHF | 551,496 CHF | 99.67% | 99.67% |
07/05/2024 | 0.09% | 11.09 CHF | 11.10 CHF | 50,000 | 50,000 | 49,977 | 49,977 | 551,895 CHF | 552,395 CHF | 99.75% | 99.75% |
06/05/2024 | 0.09% | 10.81 CHF | 10.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 536,601 CHF | 537,101 CHF | 100.00% | 100.00% |
03/05/2024 | 0.10% | 10.44 CHF | 10.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 520,753 CHF | 521,253 CHF | 99.48% | 99.48% |
02/05/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 509,532 CHF | 510,032 CHF | 98.66% | 98.66% |
30/04/2024 | 0.09% | 10.54 CHF | 10.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 534,144 CHF | 534,644 CHF | 99.98% | 99.98% |
29/04/2024 | 0.09% | 10.70 CHF | 10.71 CHF | 50,000 | 50,000 | 49,992 | 49,992 | 535,765 CHF | 536,265 CHF | 99.70% | 99.70% |
26/04/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 527,626 CHF | 528,126 CHF | 99.65% | 99.65% |
25/04/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 506,442 CHF | 506,942 CHF | 99.99% | 99.99% |
24/04/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 525,394 CHF | 525,894 CHF | 99.84% | 99.84% |