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 | 0.08% | 12.12 CHF | 12.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,002,530 CHF | 3,005,030 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,834,800 CHF | 2,837,300 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 11.24 CHF | 11.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,825,680 CHF | 2,828,180 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,766,140 CHF | 2,768,640 CHF | 100.00% | 100.00% |
15/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,708,670 CHF | 2,711,170 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.86 CHF | 10.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,681,980 CHF | 2,684,480 CHF | 99.91% | 99.91% |
13/11/2024 | 0.09% | 11.08 CHF | 11.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,781,280 CHF | 2,783,780 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 11.04 CHF | 11.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,764,610 CHF | 2,767,110 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.16 CHF | 11.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,867,120 CHF | 2,869,620 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 11.71 CHF | 11.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,930,970 CHF | 2,933,470 CHF | 100.00% | 100.00% |