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% | 10.22 CHF | 10.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,017,470 CHF | 2,019,470 CHF | 99.98% | 99.98% |
20/11/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,030,190 CHF | 2,032,190 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000,450 CHF | 2,002,450 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.29 CHF | 10.30 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,047,100 CHF | 2,049,100 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 10.31 CHF | 10.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,083,180 CHF | 2,085,180 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.52 CHF | 10.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,078,170 CHF | 2,080,170 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.01 CHF | 10.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,010,970 CHF | 2,012,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,071,170 CHF | 2,073,170 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.62 CHF | 10.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,129,350 CHF | 2,131,350 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.38 CHF | 10.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,092,590 CHF | 2,094,590 CHF | 100.00% | 100.00% |