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% | 10.21 CHF | 10.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,026,320 CHF | 1,027,320 CHF | 99.02% | 99.02% |
15/05/2024 | 0.10% | 10.34 CHF | 10.35 CHF | 100,000 | 100,000 | 98,068 | 98,068 | 1,005,520 CHF | 1,006,510 CHF | 98.08% | 98.08% |
14/05/2024 | 0.10% | 10.24 CHF | 10.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,018,480 CHF | 1,019,480 CHF | 97.90% | 97.90% |
13/05/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,017,820 CHF | 1,018,820 CHF | 99.99% | 99.99% |
10/05/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,021,250 CHF | 1,022,250 CHF | 98.68% | 98.68% |
08/05/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 991,829 CHF | 992,829 CHF | 100.00% | 100.00% |
07/05/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 968,101 CHF | 969,101 CHF | 100.00% | 100.00% |
06/05/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 947,232 CHF | 948,232 CHF | 100.00% | 100.00% |
03/05/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 930,634 CHF | 931,634 CHF | 97.15% | 97.15% |
02/05/2024 | 0.11% | 9.22 CHF | 9.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 923,746 CHF | 924,746 CHF | 99.31% | 99.31% |