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 | 0.08% | 12.18 CHF | 12.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,212,050 CHF | 1,213,050 CHF | 98.15% | 98.15% |
15/05/2024 | 0.09% | 11.93 CHF | 11.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,163,470 CHF | 1,164,470 CHF | 97.81% | 97.81% |
14/05/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,136,640 CHF | 1,137,640 CHF | 92.53% | 92.53% |
13/05/2024 | 0.09% | 11.38 CHF | 11.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,140,800 CHF | 1,141,800 CHF | 98.40% | 98.40% |
10/05/2024 | 0.09% | 11.30 CHF | 11.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,141,170 CHF | 1,142,170 CHF | 99.37% | 99.37% |
08/05/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,101,220 CHF | 1,102,220 CHF | 98.90% | 98.90% |
07/05/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,101,820 CHF | 1,102,820 CHF | 97.56% | 97.56% |
06/05/2024 | 0.09% | 10.75 CHF | 10.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,064,560 CHF | 1,065,560 CHF | 98.46% | 98.46% |
03/05/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,018,600 CHF | 1,019,600 CHF | 97.48% | 97.48% |
02/05/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 984,298 CHF | 985,298 CHF | 99.35% | 99.35% |