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 | 0.09% | 10.77 CHF | 10.78 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 3,233,160 CHF | 3,236,160 CHF | 100.00% | 100.00% |
15/05/2024 | 0.09% | 10.68 CHF | 10.69 CHF | 300,000 | 300,000 | 299,417 | 299,417 | 3,162,700 CHF | 3,165,700 CHF | 99.89% | 99.89% |
14/05/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 300,000 | 300,000 | 299,966 | 299,966 | 3,114,040 CHF | 3,117,040 CHF | 99.80% | 99.80% |
13/05/2024 | 0.10% | 10.38 CHF | 10.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,114,910 CHF | 3,117,910 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,093,930 CHF | 3,096,930 CHF | 100.00% | 100.00% |
08/05/2024 | 0.10% | 10.04 CHF | 10.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,004,350 CHF | 3,007,350 CHF | 99.77% | 99.77% |
07/05/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 300,000 | 300,000 | 299,852 | 299,852 | 2,936,070 CHF | 2,939,070 CHF | 96.14% | 96.14% |
06/05/2024 | 0.10% | 9.52 CHF | 9.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,864,820 CHF | 2,867,820 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,819,100 CHF | 2,822,100 CHF | 99.89% | 99.89% |
02/05/2024 | 0.11% | 9.27 CHF | 9.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,807,800 CHF | 2,810,800 CHF | 99.56% | 99.56% |