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% | 11.33 CHF | 11.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,806,140 CHF | 2,808,640 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 10.71 CHF | 10.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,639,710 CHF | 2,642,210 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.47 CHF | 10.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,631,160 CHF | 2,633,660 CHF | 99.66% | 99.66% |
18/11/2024 | 0.10% | 10.41 CHF | 10.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,570,770 CHF | 2,573,270 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,513,120 CHF | 2,515,620 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,486,270 CHF | 2,488,770 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 10.31 CHF | 10.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,586,990 CHF | 2,589,490 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.27 CHF | 10.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,570,650 CHF | 2,573,150 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.38 CHF | 10.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,673,640 CHF | 2,676,140 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.94 CHF | 10.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,739,270 CHF | 2,741,770 CHF | 100.00% | 100.00% |