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% | 11.74 CHF | 11.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,350,250 CHF | 2,352,250 CHF | 99.54% | 99.54% |
30/04/2024 | 0.08% | 11.87 CHF | 11.88 CHF | 200,000 | 200,000 | 199,820 | 199,820 | 2,404,670 CHF | 2,406,670 CHF | 99.99% | 99.99% |
29/04/2024 | 0.08% | 12.13 CHF | 12.14 CHF | 200,000 | 200,000 | 199,960 | 199,960 | 2,440,680 CHF | 2,442,680 CHF | 99.59% | 99.59% |
26/04/2024 | 0.08% | 12.23 CHF | 12.24 CHF | 200,000 | 200,000 | 199,994 | 199,994 | 2,426,200 CHF | 2,428,200 CHF | 99.64% | 99.64% |
25/04/2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,388,970 CHF | 2,390,970 CHF | 99.97% | 99.97% |
24/04/2024 | 0.08% | 12.08 CHF | 12.09 CHF | 200,000 | 200,000 | 199,953 | 199,953 | 2,451,300 CHF | 2,453,300 CHF | 100.00% | 100.00% |
23/04/2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200,000 | 200,000 | 199,962 | 199,962 | 2,402,800 CHF | 2,404,800 CHF | 99.99% | 99.99% |
22/04/2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200,000 | 200,000 | 199,939 | 199,939 | 2,344,600 CHF | 2,346,600 CHF | 100.00% | 100.00% |
19/04/2024 | 0.09% | 11.63 CHF | 11.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,313,800 CHF | 2,315,800 CHF | 100.00% | 100.00% |
18/04/2024 | 0.09% | 11.74 CHF | 11.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,337,520 CHF | 2,339,520 CHF | 99.99% | 99.99% |