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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,448,270 CHF | 2,450,770 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.70 CHF | 9.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,440,270 CHF | 2,442,770 CHF | 99.93% | 99.93% |
18/11/2024 | 0.11% | 9.64 CHF | 9.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,379,020 CHF | 2,381,520 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,321,230 CHF | 2,323,730 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,294,240 CHF | 2,296,740 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,396,310 CHF | 2,398,810 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.51 CHF | 9.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,380,250 CHF | 2,382,750 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.62 CHF | 9.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,483,780 CHF | 2,486,280 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.19 CHF | 10.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,551,060 CHF | 2,553,560 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.27 CHF | 10.28 CHF | 250,000 | 250,000 | 249,935 | 249,935 | 2,525,020 CHF | 2,527,520 CHF | 100.00% | 100.00% |