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 | 0.09% | 10.79 CHF | 10.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,672,230 CHF | 2,674,730 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 10.17 CHF | 10.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,506,730 CHF | 2,509,230 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,498,580 CHF | 2,501,080 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,437,600 CHF | 2,440,100 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 9.56 CHF | 9.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,379,820 CHF | 2,382,320 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,352,900 CHF | 2,355,400 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,454,580 CHF | 2,457,080 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,438,430 CHF | 2,440,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,541,810 CHF | 2,544,310 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.42 CHF | 10.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,608,560 CHF | 2,611,060 CHF | 100.00% | 100.00% |