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% | 11.10 CHF | 11.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,749,620 CHF | 2,752,120 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,583,620 CHF | 2,586,120 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.24 CHF | 10.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,575,230 CHF | 2,577,730 CHF | 99.93% | 99.93% |
18/11/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,514,570 CHF | 2,517,070 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,456,890 CHF | 2,459,390 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,430,030 CHF | 2,432,530 CHF | 99.79% | 99.79% |
13/11/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,531,130 CHF | 2,533,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,514,820 CHF | 2,517,320 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,618,020 CHF | 2,620,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.72 CHF | 10.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,684,110 CHF | 2,686,610 CHF | 100.00% | 100.00% |