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% | 11.33 CHF | 11.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,269,300 CHF | 2,271,300 CHF | 99.55% | 99.55% |
30/04/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200,000 | 200,000 | 199,819 | 199,819 | 2,323,640 CHF | 2,325,640 CHF | 100.00% | 100.00% |
29/04/2024 | 0.08% | 11.72 CHF | 11.73 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,359,760 CHF | 2,361,760 CHF | 99.63% | 99.63% |
26/04/2024 | 0.09% | 11.83 CHF | 11.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,345,210 CHF | 2,347,210 CHF | 99.64% | 99.64% |
25/04/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,307,910 CHF | 2,309,910 CHF | 99.97% | 99.97% |
24/04/2024 | 0.08% | 11.68 CHF | 11.69 CHF | 200,000 | 200,000 | 199,953 | 199,953 | 2,370,420 CHF | 2,372,420 CHF | 100.00% | 100.00% |
23/04/2024 | 0.09% | 11.76 CHF | 11.77 CHF | 200,000 | 200,000 | 199,962 | 199,962 | 2,322,300 CHF | 2,324,300 CHF | 99.98% | 99.98% |
22/04/2024 | 0.09% | 11.33 CHF | 11.34 CHF | 200,000 | 200,000 | 199,939 | 199,939 | 2,264,320 CHF | 2,266,320 CHF | 100.00% | 100.00% |
19/04/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,233,720 CHF | 2,235,720 CHF | 99.99% | 99.99% |
18/04/2024 | 0.09% | 11.33 CHF | 11.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,257,290 CHF | 2,259,290 CHF | 99.98% | 99.98% |