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 | 0.09% | 10.72 CHF | 10.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,178,420 CHF | 2,180,420 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.79 CHF | 10.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,148,510 CHF | 2,150,510 CHF | 99.79% | 99.79% |
18/11/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,195,540 CHF | 2,197,540 CHF | 99.08% | 99.08% |
15/11/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,231,810 CHF | 2,233,810 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,226,700 CHF | 2,228,700 CHF | 99.08% | 99.08% |
13/11/2024 | 0.09% | 10.75 CHF | 10.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,159,480 CHF | 2,161,480 CHF | 99.99% | 99.99% |
12/11/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,219,550 CHF | 2,221,550 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.36 CHF | 11.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,277,830 CHF | 2,279,830 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,241,290 CHF | 2,243,290 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,273,260 CHF | 2,275,260 CHF | 99.68% | 99.68% |