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 | 0.10% | 9.85 CHF | 9.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 985,943 CHF | 986,943 CHF | 99.44% | 99.44% |
30/04/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,014,530 CHF | 1,015,530 CHF | 99.21% | 99.21% |
29/04/2024 | 0.10% | 10.24 CHF | 10.25 CHF | 100,000 | 100,000 | 164,471 | 164,471 | 1,700,060 CHF | 1,701,710 CHF | 99.99% | 99.99% |
26/04/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,049,950 CHF | 2,051,950 CHF | 95.38% | 95.38% |
25/04/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,013,070 CHF | 2,015,070 CHF | 96.32% | 96.32% |
24/04/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,078,570 CHF | 2,080,570 CHF | 97.60% | 97.60% |
23/04/2024 | 0.10% | 10.31 CHF | 10.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,031,450 CHF | 2,033,450 CHF | 96.00% | 96.00% |
22/04/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,975,580 CHF | 1,977,580 CHF | 100.00% | 100.00% |
19/04/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,944,870 CHF | 1,946,870 CHF | 99.85% | 99.85% |
18/04/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,967,450 CHF | 1,969,450 CHF | 99.29% | 99.29% |