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 | 0.08% | 11.85 CHF | 11.86 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 3,557,510 CHF | 3,560,510 CHF | 100.00% | 100.00% |
15/05/2024 | 0.09% | 11.77 CHF | 11.78 CHF | 300,000 | 300,000 | 299,426 | 299,426 | 3,486,780 CHF | 3,489,780 CHF | 99.89% | 99.89% |
14/05/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 300,000 | 300,000 | 299,964 | 299,964 | 3,438,610 CHF | 3,441,610 CHF | 99.79% | 99.79% |
13/05/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,439,580 CHF | 3,442,580 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,418,600 CHF | 3,421,600 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,328,360 CHF | 3,331,360 CHF | 99.77% | 99.77% |
07/05/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 300,000 | 300,000 | 299,853 | 299,853 | 3,259,930 CHF | 3,262,930 CHF | 96.14% | 96.14% |
06/05/2024 | 0.09% | 10.60 CHF | 10.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,188,820 CHF | 3,191,820 CHF | 100.00% | 100.00% |
03/05/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,143,110 CHF | 3,146,110 CHF | 99.89% | 99.89% |
02/05/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,131,790 CHF | 3,134,790 CHF | 99.63% | 99.63% |