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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.11% | 9.59 CHF | 9.60 CHF | 250,000 | 250,000 | 250,000 | 249,999 | 2,373,650 CHF | 2,376,130 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,210,160 CHF | 2,212,660 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 8.75 CHF | 8.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,202,900 CHF | 2,205,400 CHF | 99.93% | 99.93% |
18/11/2024 | 0.12% | 8.69 CHF | 8.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,140,600 CHF | 2,143,090 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,082,570 CHF | 2,085,070 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,055,400 CHF | 2,057,900 CHF | 99.79% | 99.79% |
13/11/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,159,220 CHF | 2,161,720 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,143,510 CHF | 2,146,010 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.68 CHF | 8.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,247,750 CHF | 2,250,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 250,000 | 250,000 | 250,000 | 249,998 | 2,317,090 CHF | 2,319,570 CHF | 100.00% | 100.00% |