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% | 10.17 CHF | 10.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,507,260 CHF | 2,509,760 CHF | 100.00% | 100.00% |
16/05/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 250,000 | 250,000 | 249,798 | 249,798 | 2,471,730 CHF | 2,474,230 CHF | 99.99% | 99.99% |
15/05/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 250,000 | 250,000 | 249,519 | 249,519 | 2,440,140 CHF | 2,442,640 CHF | 99.83% | 99.83% |
14/05/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 2,402,360 CHF | 2,404,860 CHF | 99.88% | 99.88% |
13/05/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,398,090 CHF | 2,400,590 CHF | 99.45% | 99.45% |
10/05/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,457,990 CHF | 2,460,490 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 2,335,300 CHF | 2,337,800 CHF | 99.29% | 99.29% |
07/05/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 2,340,130 CHF | 2,342,630 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,347,300 CHF | 2,349,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,301,530 CHF | 2,304,030 CHF | 98.18% | 98.18% |