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 | 0.10% | 9.92 CHF | 9.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,454,430 CHF | 2,456,930 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,290,430 CHF | 2,292,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,282,900 CHF | 2,285,400 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,220,970 CHF | 2,223,470 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.69 CHF | 8.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,163,000 CHF | 2,165,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,135,880 CHF | 2,138,380 CHF | 99.79% | 99.79% |
13/11/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,239,150 CHF | 2,241,650 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,223,320 CHF | 2,225,820 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,327,380 CHF | 2,329,880 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.57 CHF | 9.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,395,960 CHF | 2,398,460 CHF | 100.00% | 100.00% |