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% | 9.09 CHF | 9.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,248,960 CHF | 2,251,460 CHF | 100.00% | 100.00% |
20/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,086,340 CHF | 2,088,840 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,079,460 CHF | 2,081,960 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,016,550 CHF | 2,019,050 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,958,500 CHF | 1,961,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,931,210 CHF | 1,933,710 CHF | 99.79% | 99.79% |
13/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,035,920 CHF | 2,038,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,020,390 CHF | 2,022,890 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,125,020 CHF | 2,127,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 8.76 CHF | 8.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,195,410 CHF | 2,197,910 CHF | 100.00% | 100.00% |