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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 200,000 | 200,000 | 198,900 | 198,900 | 2,313,080 CHF | 2,315,080 CHF | 99.99% | 99.99% |
22/05/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,308,170 CHF | 2,310,170 CHF | 100.00% | 100.00% |
21/05/2024 | 0.09% | 11.59 CHF | 11.60 CHF | 200,000 | 200,000 | 199,847 | 199,847 | 2,311,870 CHF | 2,313,870 CHF | 99.86% | 99.86% |
17/05/2024 | 0.09% | 11.63 CHF | 11.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,312,870 CHF | 2,314,870 CHF | 100.00% | 100.00% |
16/05/2024 | 0.09% | 11.60 CHF | 11.61 CHF | 200,000 | 200,000 | 199,846 | 199,846 | 2,329,380 CHF | 2,331,380 CHF | 100.00% | 100.00% |
15/05/2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200,000 | 200,000 | 199,616 | 199,616 | 2,322,780 CHF | 2,324,780 CHF | 99.89% | 99.89% |
14/05/2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200,000 | 200,000 | 199,983 | 199,983 | 2,312,660 CHF | 2,314,660 CHF | 99.74% | 99.74% |
13/05/2024 | 0.09% | 11.59 CHF | 11.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,311,320 CHF | 2,313,320 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,318,240 CHF | 2,320,240 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 200,000 | 200,000 | 199,958 | 199,958 | 2,256,360 CHF | 2,258,360 CHF | 99.67% | 99.67% |