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 | 0.10% | 9.91 CHF | 9.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 979,379 CHF | 980,379 CHF | 99.93% | 99.93% |
20/11/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 976,835 CHF | 977,835 CHF | 99.96% | 99.96% |
19/11/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 963,386 CHF | 964,386 CHF | 99.88% | 99.88% |
18/11/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 984,908 CHF | 985,908 CHF | 99.96% | 99.96% |
15/11/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 100,000 | 100,000 | 99,433 | 99,433 | 987,204 CHF | 988,201 CHF | 99.99% | 99.99% |
14/11/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 100,000 | 100,000 | 99,946 | 99,946 | 991,305 CHF | 992,305 CHF | 99.20% | 99.20% |
13/11/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 100,000 | 100,000 | 99,744 | 99,744 | 968,458 CHF | 969,456 CHF | 96.85% | 96.85% |
12/11/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 992,626 CHF | 993,626 CHF | 99.89% | 99.89% |
11/11/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,015,690 CHF | 1,016,690 CHF | 99.97% | 99.97% |
08/11/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 995,619 CHF | 996,619 CHF | 99.98% | 99.98% |