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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 818,494 CHF | 819,244 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 837,960 CHF | 838,709 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 812,211 CHF | 812,961 CHF | 100.00% | 100.00% |
15/11/2024 | 0.09% | 10.56 CHF | 10.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 793,918 CHF | 794,668 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.45 CHF | 10.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 759,748 CHF | 760,498 CHF | 99.79% | 99.79% |
13/11/2024 | 0.09% | 10.69 CHF | 10.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 811,068 CHF | 811,818 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 783,534 CHF | 784,284 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.43 CHF | 10.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 821,438 CHF | 822,188 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 845,782 CHF | 846,532 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 11.50 CHF | 11.51 CHF | 75,000 | 75,000 | 74,997 | 74,997 | 837,277 CHF | 838,027 CHF | 99.46% | 99.46% |