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% | 10.43 CHF | 10.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,583,180 CHF | 2,585,680 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,418,300 CHF | 2,420,800 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.58 CHF | 9.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,410,350 CHF | 2,412,850 CHF | 99.66% | 99.66% |
18/11/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,349,010 CHF | 2,351,510 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,291,200 CHF | 2,293,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,264,190 CHF | 2,266,690 CHF | 99.79% | 99.79% |
13/11/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,366,470 CHF | 2,368,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,350,460 CHF | 2,352,960 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.50 CHF | 9.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,454,090 CHF | 2,456,590 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.07 CHF | 10.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,521,620 CHF | 2,524,120 CHF | 100.00% | 100.00% |