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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,041,790 CHF | 1,042,790 CHF | 99.02% | 99.02% |
15/05/2024 | 0.10% | 10.50 CHF | 10.51 CHF | 100,000 | 100,000 | 97,933 | 97,933 | 1,019,290 CHF | 1,020,280 CHF | 98.06% | 98.06% |
14/05/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,033,920 CHF | 1,034,920 CHF | 97.71% | 97.71% |
13/05/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,033,220 CHF | 1,034,220 CHF | 99.99% | 99.99% |
10/05/2024 | 0.10% | 10.31 CHF | 10.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,036,660 CHF | 1,037,660 CHF | 98.68% | 98.68% |
08/05/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,007,220 CHF | 1,008,220 CHF | 100.00% | 100.00% |
07/05/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 983,472 CHF | 984,472 CHF | 100.00% | 100.00% |
06/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 962,623 CHF | 963,623 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 946,000 CHF | 947,000 CHF | 97.23% | 97.23% |
02/05/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 939,109 CHF | 940,109 CHF | 99.46% | 99.46% |