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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 160,000 | 160,000 | 158,709 | 158,709 | 1,644,040 CHF | 1,645,630 CHF | 93.33% | 93.33% |
07/05/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 160,000 | 160,000 | 159,541 | 159,541 | 1,657,020 CHF | 1,658,620 CHF | 99.44% | 99.44% |
06/05/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 160,000 | 160,000 | 159,705 | 159,705 | 1,615,770 CHF | 1,617,370 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 9.87 CHF | 9.88 CHF | 160,000 | 160,000 | 140,579 | 140,579 | 1,365,860 CHF | 1,367,390 CHF | 99.93% | 99.93% |
02/05/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 1,497,930 CHF | 1,499,530 CHF | 99.30% | 99.30% |
30/04/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 1,584,600 CHF | 1,586,200 CHF | 99.98% | 99.98% |
29/04/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 160,000 | 160,000 | 159,675 | 159,675 | 1,589,940 CHF | 1,591,540 CHF | 99.71% | 99.71% |
26/04/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 160,000 | 160,000 | 159,695 | 159,695 | 1,553,730 CHF | 1,555,330 CHF | 99.14% | 99.14% |
25/04/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,474,690 CHF | 1,476,290 CHF | 99.98% | 99.98% |
24/04/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 160,000 | 160,000 | 159,676 | 159,676 | 1,546,380 CHF | 1,547,980 CHF | 98.72% | 98.72% |