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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.40% | 10.08 CHF | 10.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,507 CHF | 253,520 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 10.08 CHF | 10.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 251,859 CHF | 252,860 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 10.10 CHF | 10.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,314 CHF | 253,314 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 10.09 CHF | 10.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,881 CHF | 253,902 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 10.14 CHF | 10.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 253,112 CHF | 254,135 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 10.10 CHF | 10.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,698 CHF | 253,715 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 10.12 CHF | 10.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 253,463 CHF | 254,488 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 10.18 CHF | 10.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 254,566 CHF | 255,591 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 10.14 CHF | 10.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 253,546 CHF | 254,571 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 10.19 CHF | 10.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 254,594 CHF | 255,619 CHF | 100.00% | 100.00% |