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 | 0.11% | 9.12 CHF | 9.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,858,280 CHF | 1,860,280 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,828,730 CHF | 1,830,730 CHF | 99.85% | 99.85% |
18/11/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,874,900 CHF | 1,876,900 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 9.44 CHF | 9.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,910,610 CHF | 1,912,610 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,905,920 CHF | 1,907,920 CHF | 99.08% | 99.08% |
13/11/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,838,690 CHF | 1,840,690 CHF | 99.95% | 99.95% |
12/11/2024 | 0.11% | 9.22 CHF | 9.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,899,040 CHF | 1,901,040 CHF | 99.98% | 99.98% |
11/11/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,957,010 CHF | 1,959,010 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.52 CHF | 9.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,920,000 CHF | 1,922,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,950,820 CHF | 1,952,820 CHF | 99.67% | 99.67% |