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% | 10.43 CHF | 10.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,120,190 CHF | 2,122,190 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.50 CHF | 10.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,090,380 CHF | 2,092,380 CHF | 99.77% | 99.77% |
18/11/2024 | 0.09% | 10.74 CHF | 10.75 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,137,210 CHF | 2,139,210 CHF | 99.09% | 99.09% |
15/11/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,173,400 CHF | 2,175,400 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,168,320 CHF | 2,170,320 CHF | 99.07% | 99.07% |
13/11/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,101,160 CHF | 2,103,160 CHF | 99.98% | 99.98% |
12/11/2024 | 0.09% | 10.53 CHF | 10.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,161,270 CHF | 2,163,270 CHF | 99.98% | 99.98% |
11/11/2024 | 0.09% | 11.07 CHF | 11.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,219,510 CHF | 2,221,510 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.83 CHF | 10.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,182,840 CHF | 2,184,840 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,214,600 CHF | 2,216,600 CHF | 99.68% | 99.68% |