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% | 11.41 CHF | 11.42 CHF | 200,000 | 200,000 | 198,900 | 198,900 | 2,283,510 CHF | 2,285,510 CHF | 100.00% | 100.00% |
22/05/2024 | 0.09% | 11.39 CHF | 11.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,278,380 CHF | 2,280,380 CHF | 100.00% | 100.00% |
21/05/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 200,000 | 200,000 | 199,886 | 199,886 | 2,282,620 CHF | 2,284,620 CHF | 99.86% | 99.86% |
17/05/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,283,330 CHF | 2,285,330 CHF | 100.00% | 100.00% |
16/05/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200,000 | 200,000 | 199,844 | 199,844 | 2,299,860 CHF | 2,301,860 CHF | 100.00% | 100.00% |
15/05/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200,000 | 200,000 | 199,627 | 199,627 | 2,293,450 CHF | 2,295,450 CHF | 99.91% | 99.91% |
14/05/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 2,283,310 CHF | 2,285,310 CHF | 99.73% | 99.73% |
13/05/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,281,920 CHF | 2,283,920 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 11.39 CHF | 11.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,288,910 CHF | 2,290,910 CHF | 100.00% | 100.00% |
08/05/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,227,200 CHF | 2,229,200 CHF | 99.67% | 99.67% |