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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,423,050 CHF | 2,425,550 CHF | 100.00% | 100.00% |
16/05/2024 | 0.10% | 9.53 CHF | 9.54 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 2,388,120 CHF | 2,390,620 CHF | 100.00% | 100.00% |
15/05/2024 | 0.11% | 9.56 CHF | 9.57 CHF | 250,000 | 250,000 | 249,506 | 249,506 | 2,356,370 CHF | 2,358,870 CHF | 99.82% | 99.82% |
14/05/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 250,000 | 250,000 | 249,948 | 249,948 | 2,318,340 CHF | 2,320,840 CHF | 99.89% | 99.89% |
13/05/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,314,130 CHF | 2,316,630 CHF | 99.45% | 99.45% |
10/05/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,374,110 CHF | 2,376,610 CHF | 99.99% | 99.99% |
08/05/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 250,000 | 250,000 | 249,946 | 249,946 | 2,251,350 CHF | 2,253,850 CHF | 99.29% | 99.29% |
07/05/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 250,000 | 250,000 | 249,848 | 249,848 | 2,256,280 CHF | 2,258,780 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,263,640 CHF | 2,266,140 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,217,840 CHF | 2,220,340 CHF | 98.19% | 98.19% |