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% | 9.70 CHF | 9.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,974,700 CHF | 1,976,700 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,945,030 CHF | 1,947,030 CHF | 99.87% | 99.87% |
18/11/2024 | 0.10% | 10.01 CHF | 10.02 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,991,490 CHF | 1,993,490 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 10.03 CHF | 10.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,027,400 CHF | 2,029,400 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.24 CHF | 10.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,022,610 CHF | 2,024,610 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,955,360 CHF | 1,957,360 CHF | 99.99% | 99.99% |
12/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,015,620 CHF | 2,017,620 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.34 CHF | 10.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,073,660 CHF | 2,075,660 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,036,810 CHF | 2,038,810 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.41 CHF | 10.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,068,090 CHF | 2,070,090 CHF | 99.68% | 99.68% |