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 | 0.09% | 10.79 CHF | 10.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,132,080 CHF | 2,134,080 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 10.56 CHF | 10.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,145,460 CHF | 2,147,460 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.63 CHF | 10.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,115,560 CHF | 2,117,560 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 2,162,310 CHF | 2,164,310 CHF | 99.07% | 99.07% |
15/11/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,198,790 CHF | 2,200,790 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,193,670 CHF | 2,195,670 CHF | 99.08% | 99.08% |
13/11/2024 | 0.09% | 10.58 CHF | 10.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,126,490 CHF | 2,128,490 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,186,530 CHF | 2,188,530 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.20 CHF | 11.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,244,860 CHF | 2,246,860 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.96 CHF | 10.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,208,270 CHF | 2,210,270 CHF | 100.00% | 100.00% |