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% | 11.77 CHF | 11.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,915,980 CHF | 2,918,480 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,748,820 CHF | 2,751,320 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.90 CHF | 10.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,739,920 CHF | 2,742,420 CHF | 99.65% | 99.65% |
18/11/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,680,020 CHF | 2,682,520 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,622,420 CHF | 2,624,920 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.51 CHF | 10.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,595,700 CHF | 2,598,200 CHF | 99.79% | 99.79% |
13/11/2024 | 0.09% | 10.74 CHF | 10.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,695,670 CHF | 2,698,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.70 CHF | 10.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,679,110 CHF | 2,681,610 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,781,830 CHF | 2,784,330 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 11.37 CHF | 11.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,846,460 CHF | 2,848,960 CHF | 100.00% | 100.00% |