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% | 10.46 CHF | 10.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,589,470 CHF | 2,591,970 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,424,540 CHF | 2,427,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,416,600 CHF | 2,419,100 CHF | 99.93% | 99.93% |
18/11/2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,355,260 CHF | 2,357,760 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,297,440 CHF | 2,299,940 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.22 CHF | 9.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,270,440 CHF | 2,272,940 CHF | 99.79% | 99.79% |
13/11/2024 | 0.11% | 9.45 CHF | 9.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,372,700 CHF | 2,375,200 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,356,670 CHF | 2,359,170 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.53 CHF | 9.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,460,290 CHF | 2,462,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,527,760 CHF | 2,530,260 CHF | 100.00% | 100.00% |