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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,030,840 CHF | 1,031,840 CHF | 99.95% | 99.95% |
26/04/2024 | 0.18% | 10.27 CHF | 10.28 CHF | 100,000 | 100,000 | 93,127 | 93,127 | 984,854 CHF | 985,957 CHF | 95.38% | 95.38% |
25/04/2024 | 0.28% | 10.40 CHF | 10.41 CHF | 100,000 | 100,000 | 84,917 | 84,917 | 884,383 CHF | 885,609 CHF | 96.78% | 96.78% |
24/04/2024 | 0.14% | 10.34 CHF | 10.35 CHF | 100,000 | 100,000 | 96,902 | 96,902 | 993,214 CHF | 994,260 CHF | 97.41% | 97.41% |
23/04/2024 | 0.21% | 10.20 CHF | 10.22 CHF | 100,000 | 100,000 | 93,282 | 93,282 | 930,667 CHF | 932,082 CHF | 95.47% | 95.47% |
22/04/2024 | 0.19% | 10.32 CHF | 10.34 CHF | 100,000 | 100,000 | 99,712 | 99,712 | 1,056,920 CHF | 1,058,920 CHF | 98.68% | 98.68% |
19/04/2024 | 0.18% | 11.46 CHF | 11.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,123,590 CHF | 1,125,590 CHF | 99.62% | 99.62% |
18/04/2024 | 0.18% | 11.34 CHF | 11.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,134,820 CHF | 1,136,820 CHF | 97.75% | 97.75% |
17/04/2024 | 0.17% | 11.54 CHF | 11.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,144,040 CHF | 1,146,040 CHF | 99.76% | 99.76% |
16/04/2024 | 0.18% | 11.22 CHF | 11.24 CHF | 100,000 | 100,000 | 99,835 | 99,835 | 1,124,000 CHF | 1,126,000 CHF | 91.66% | 91.66% |