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 | 0.11% | 9.34 CHF | 9.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,311,110 CHF | 2,313,610 CHF | 100.00% | 100.00% |
20/11/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,148,070 CHF | 2,150,570 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,140,960 CHF | 2,143,460 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.44 CHF | 8.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,078,440 CHF | 2,080,940 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,020,340 CHF | 2,022,840 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,993,130 CHF | 1,995,630 CHF | 99.91% | 99.91% |
13/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,097,400 CHF | 2,099,900 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,081,750 CHF | 2,084,250 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.43 CHF | 8.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,186,140 CHF | 2,188,640 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,256,050 CHF | 2,258,550 CHF | 100.00% | 100.00% |