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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.09% | 11.84 CHF | 11.85 CHF | 160,000 | 160,000 | 159,536 | 159,536 | 1,873,740 CHF | 1,875,340 CHF | 99.45% | 99.45% |
06/05/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 1,831,590 CHF | 1,833,190 CHF | 100.00% | 100.00% |
03/05/2024 | 0.12% | 11.21 CHF | 11.22 CHF | 160,000 | 160,000 | 140,561 | 140,561 | 1,555,020 CHF | 1,556,550 CHF | 99.99% | 99.99% |
02/05/2024 | 0.09% | 10.73 CHF | 10.74 CHF | 160,000 | 160,000 | 159,698 | 159,698 | 1,712,940 CHF | 1,714,540 CHF | 99.63% | 99.63% |
30/04/2024 | 0.09% | 11.15 CHF | 11.16 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,800,300 CHF | 1,801,900 CHF | 99.99% | 99.99% |
29/04/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 160,000 | 160,000 | 159,671 | 159,671 | 1,805,040 CHF | 1,806,640 CHF | 99.65% | 99.65% |
26/04/2024 | 0.09% | 11.24 CHF | 11.25 CHF | 160,000 | 160,000 | 159,699 | 159,699 | 1,768,430 CHF | 1,770,030 CHF | 99.11% | 99.11% |
25/04/2024 | 0.10% | 10.49 CHF | 10.50 CHF | 160,000 | 160,000 | 159,692 | 159,692 | 1,687,680 CHF | 1,689,280 CHF | 100.00% | 100.00% |
24/04/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 160,000 | 160,000 | 159,677 | 159,677 | 1,760,930 CHF | 1,762,530 CHF | 98.74% | 98.74% |
23/04/2024 | 0.10% | 10.77 CHF | 10.78 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,677,190 CHF | 1,678,790 CHF | 100.00% | 100.00% |