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% | 10.55 CHF | 10.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,601,810 CHF | 2,604,310 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.32 CHF | 10.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,593,390 CHF | 2,595,890 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,532,820 CHF | 2,535,320 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,475,110 CHF | 2,477,610 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,448,240 CHF | 2,450,740 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,549,270 CHF | 2,551,770 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,532,960 CHF | 2,535,460 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.23 CHF | 10.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,636,060 CHF | 2,638,560 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.79 CHF | 10.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,702,020 CHF | 2,704,520 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 250,000 | 250,000 | 249,938 | 249,938 | 2,676,360 CHF | 2,678,860 CHF | 100.00% | 100.00% |