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 | 0.10% | 10.28 CHF | 10.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,091,120 CHF | 2,093,120 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,061,320 CHF | 2,063,320 CHF | 99.88% | 99.88% |
18/11/2024 | 0.09% | 10.59 CHF | 10.60 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 2,107,850 CHF | 2,109,850 CHF | 99.08% | 99.08% |
15/11/2024 | 0.09% | 10.61 CHF | 10.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,144,240 CHF | 2,146,240 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,139,220 CHF | 2,141,220 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.31 CHF | 10.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,072,040 CHF | 2,074,040 CHF | 99.91% | 99.91% |
12/11/2024 | 0.09% | 10.39 CHF | 10.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,132,120 CHF | 2,134,120 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,190,380 CHF | 2,192,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.69 CHF | 10.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,153,670 CHF | 2,155,670 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,185,340 CHF | 2,187,340 CHF | 99.68% | 99.68% |