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 | 0.10% | 9.65 CHF | 9.66 CHF | 250,000 | 250,000 | 249,798 | 249,798 | 2,416,580 CHF | 2,419,080 CHF | 100.00% | 100.00% |
15/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 250,000 | 250,000 | 249,520 | 249,520 | 2,384,990 CHF | 2,387,490 CHF | 99.82% | 99.82% |
14/05/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 2,346,950 CHF | 2,349,450 CHF | 99.88% | 99.88% |
13/05/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,342,700 CHF | 2,345,200 CHF | 99.45% | 99.45% |
10/05/2024 | 0.10% | 9.55 CHF | 9.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,402,650 CHF | 2,405,150 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 2,279,910 CHF | 2,282,410 CHF | 99.29% | 99.29% |
07/05/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 2,284,810 CHF | 2,287,310 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,292,110 CHF | 2,294,610 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,246,300 CHF | 2,248,800 CHF | 98.18% | 98.18% |
02/05/2024 | 0.11% | 9.09 CHF | 9.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,266,750 CHF | 2,269,250 CHF | 99.99% | 99.99% |