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% | 11.71 CHF | 11.72 CHF | 200,000 | 200,000 | 198,884 | 198,884 | 2,342,500 CHF | 2,344,500 CHF | 99.98% | 99.98% |
22/05/2024 | 0.09% | 11.69 CHF | 11.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,337,910 CHF | 2,339,910 CHF | 100.00% | 100.00% |
21/05/2024 | 0.09% | 11.74 CHF | 11.75 CHF | 200,000 | 200,000 | 199,838 | 199,838 | 2,341,430 CHF | 2,343,430 CHF | 99.86% | 99.86% |
17/05/2024 | 0.09% | 11.78 CHF | 11.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,342,410 CHF | 2,344,410 CHF | 100.00% | 100.00% |
16/05/2024 | 0.08% | 11.75 CHF | 11.76 CHF | 200,000 | 200,000 | 199,822 | 199,822 | 2,358,440 CHF | 2,360,440 CHF | 100.00% | 100.00% |
15/05/2024 | 0.09% | 11.87 CHF | 11.88 CHF | 200,000 | 200,000 | 199,611 | 199,611 | 2,351,950 CHF | 2,353,950 CHF | 99.89% | 99.89% |
14/05/2024 | 0.09% | 11.77 CHF | 11.78 CHF | 200,000 | 200,000 | 199,984 | 199,984 | 2,342,030 CHF | 2,344,030 CHF | 99.72% | 99.72% |
13/05/2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,340,630 CHF | 2,342,630 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 11.68 CHF | 11.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,347,470 CHF | 2,349,470 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 200,000 | 200,000 | 199,958 | 199,958 | 2,285,580 CHF | 2,287,580 CHF | 99.67% | 99.67% |