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% | 11.35 CHF | 11.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,812,480 CHF | 2,814,980 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 10.73 CHF | 10.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,646,050 CHF | 2,648,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.49 CHF | 10.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,637,460 CHF | 2,639,960 CHF | 99.66% | 99.66% |
18/11/2024 | 0.10% | 10.43 CHF | 10.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,577,090 CHF | 2,579,590 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,519,450 CHF | 2,521,950 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,492,640 CHF | 2,495,140 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,593,300 CHF | 2,595,800 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.29 CHF | 10.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,576,900 CHF | 2,579,400 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.41 CHF | 10.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,679,940 CHF | 2,682,440 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,745,440 CHF | 2,747,940 CHF | 100.00% | 100.00% |