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% | 10.12 CHF | 10.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,018,930 CHF | 1,019,930 CHF | 98.94% | 98.94% |
15/05/2024 | 0.10% | 10.28 CHF | 10.29 CHF | 100,000 | 100,000 | 97,933 | 97,933 | 999,064 CHF | 1,000,050 CHF | 98.05% | 98.05% |
14/05/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,009,780 CHF | 1,010,780 CHF | 97.90% | 97.90% |
13/05/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,011,060 CHF | 1,012,060 CHF | 99.99% | 99.99% |
10/05/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,015,990 CHF | 1,016,990 CHF | 98.51% | 98.51% |
08/05/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 989,390 CHF | 990,390 CHF | 99.96% | 99.96% |
07/05/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 971,474 CHF | 972,474 CHF | 99.75% | 99.75% |
06/05/2024 | 0.10% | 9.57 CHF | 9.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 952,550 CHF | 953,550 CHF | 99.88% | 99.88% |
03/05/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 939,030 CHF | 940,030 CHF | 97.46% | 97.46% |
02/05/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 936,040 CHF | 937,040 CHF | 99.48% | 99.48% |