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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.09% | 11.35 CHF | 11.36 CHF | 200,000 | 200,000 | 199,889 | 199,889 | 2,241,240 CHF | 2,243,240 CHF | 99.72% | 99.72% |
06/05/2024 | 0.09% | 11.04 CHF | 11.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,200,430 CHF | 2,202,430 CHF | 100.00% | 100.00% |
03/05/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,168,060 CHF | 2,170,060 CHF | 99.72% | 99.72% |
02/05/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,153,640 CHF | 2,155,640 CHF | 99.54% | 99.54% |
30/04/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200,000 | 200,000 | 199,818 | 199,818 | 2,207,890 CHF | 2,209,890 CHF | 100.00% | 100.00% |
29/04/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 2,244,070 CHF | 2,246,070 CHF | 99.61% | 99.61% |
26/04/2024 | 0.09% | 11.25 CHF | 11.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,229,430 CHF | 2,231,430 CHF | 99.65% | 99.65% |
25/04/2024 | 0.09% | 10.92 CHF | 10.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,192,120 CHF | 2,194,120 CHF | 99.97% | 99.97% |
24/04/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 200,000 | 200,000 | 199,953 | 199,953 | 2,254,920 CHF | 2,256,920 CHF | 100.00% | 100.00% |
23/04/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 200,000 | 200,000 | 199,963 | 199,963 | 2,207,260 CHF | 2,209,260 CHF | 100.00% | 100.00% |