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 | 0.11% | 9.64 CHF | 9.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,902,890 CHF | 1,904,890 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 9.41 CHF | 9.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,914,950 CHF | 1,916,950 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,885,340 CHF | 1,887,340 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,931,670 CHF | 1,933,670 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,967,490 CHF | 1,969,490 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,962,760 CHF | 1,964,760 CHF | 99.08% | 99.08% |
13/11/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,895,500 CHF | 1,897,500 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.51 CHF | 9.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,955,820 CHF | 1,957,820 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.04 CHF | 10.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,013,830 CHF | 2,015,830 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,976,890 CHF | 1,978,890 CHF | 100.00% | 100.00% |