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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.09% | 11.40 CHF | 11.41 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,280,590 CHF | 4,284,340 CHF | 99.56% | 99.56% |
30/04/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 375,000 | 375,000 | 374,729 | 374,729 | 4,367,450 CHF | 4,371,200 CHF | 99.99% | 99.99% |
29/04/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 375,000 | 375,000 | 372,314 | 372,314 | 4,418,560 CHF | 4,422,290 CHF | 99.56% | 99.56% |
26/04/2024 | 0.09% | 11.89 CHF | 11.90 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,403,000 CHF | 4,406,750 CHF | 99.13% | 99.13% |
25/04/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,315,620 CHF | 4,319,370 CHF | 99.97% | 99.97% |
24/04/2024 | 0.08% | 11.72 CHF | 11.73 CHF | 375,000 | 375,000 | 374,921 | 374,921 | 4,468,060 CHF | 4,471,810 CHF | 100.00% | 100.00% |
23/04/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,353,260 CHF | 4,357,010 CHF | 100.00% | 100.00% |
22/04/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 375,000 | 375,000 | 374,874 | 374,874 | 4,197,080 CHF | 4,200,820 CHF | 100.00% | 100.00% |
19/04/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,108,080 CHF | 4,111,830 CHF | 99.56% | 99.56% |
18/04/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,171,660 CHF | 4,175,410 CHF | 99.99% | 99.99% |