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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.09% | 11.74 CHF | 11.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,340,340 CHF | 2,342,340 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,307,840 CHF | 2,309,840 CHF | 99.69% | 99.69% |
02/05/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,293,610 CHF | 2,295,610 CHF | 99.55% | 99.55% |
30/04/2024 | 0.09% | 11.59 CHF | 11.60 CHF | 200,000 | 200,000 | 199,817 | 199,817 | 2,347,920 CHF | 2,349,920 CHF | 100.00% | 100.00% |
29/04/2024 | 0.08% | 11.84 CHF | 11.85 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,384,010 CHF | 2,386,010 CHF | 99.60% | 99.60% |
26/04/2024 | 0.08% | 11.95 CHF | 11.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,369,490 CHF | 2,371,490 CHF | 99.65% | 99.65% |
25/04/2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,332,230 CHF | 2,334,230 CHF | 99.99% | 99.99% |
24/04/2024 | 0.08% | 11.80 CHF | 11.81 CHF | 200,000 | 200,000 | 199,953 | 199,953 | 2,394,680 CHF | 2,396,680 CHF | 100.00% | 100.00% |
23/04/2024 | 0.09% | 11.88 CHF | 11.89 CHF | 200,000 | 200,000 | 199,963 | 199,963 | 2,346,440 CHF | 2,348,440 CHF | 100.00% | 100.00% |
22/04/2024 | 0.09% | 11.45 CHF | 11.46 CHF | 200,000 | 200,000 | 199,939 | 199,939 | 2,288,410 CHF | 2,290,410 CHF | 100.00% | 100.00% |